Wheel bearing grease.
In addition to blocking the oxygen (which prevents oxidation, eh) it has rust and corrosion inhibitors. If you think about it, grease in a bearing has to deal with a lot, knowing nobody is going to come along and service it.
Vasoline and dielectric grease blocks the oxygen, but it doesn't have additives in it to deal with what's already there.
If you try to go fancy (marine grease, EP grease) they don't work as well. I don't like the idea of copper anti-seize; it has copper in it, a very good conductor, and is meant to be effective at very high temps, where nothing else on the shelf works.