According to wikipedia:
An
atmosphere is a layer of
gases that may surround a material body of sufficient
mass.
[1] The gases are attracted by the
gravity of the body, and are retained for a longer duration if gravity is high and the atmosphere's temperature is low
On earth it is Nitrogen 78%, Oxygen 21% and some other stuff like CO2, Methane, Inert gases etc. It extends till about 100 - 150 km above the surface. There are gas particles above that too but its very thin, but enough to cause drag on spacecraft in LEO.
In case of Mars, due to its low gravity and lack of magnetosphere, the atmosphere is very thin, as in the atmospheric pressure is very low or the amount of gas present is very low. It is mostly CO2. The average surface pressure is only around 0.6kPa, while that on earth is 101.3 kPa.
In case of Titan, the atmosphere thickness has been suggested ranging between 200 km and 880km. It is around 98.4% nitrogen. The atmosphere is so thick and the gravity so low that humans could fly through it by flapping "wings" attached to their arms.
~
Thomas