Great question, Caleb.
The FAA, the Federal Aviation Administration, (the government agency that makes the rules for flying) says that all pilots flying their aircraft above 12,500 feet for 30 minutes or longer or at 14,000 feet or above during the entire flight must use supplemental oxygen.
There are a few things that can affect your need for extra oxygen. At nighttime, to help keep vision clear, it is suggested that pilots use oxygen when flying above 5,000 feet.
Also, how healthy you are also affects when you need extra oxygen. If the pilot smokes, or is not in good physical condition, they will need oxygen at a lower altitude. Another good reason to keep in shape and never start smoking!
EAA Vintage Airplane