For example, here’s a protein called “myoglobin”, that carries oxygen within your blood:

Myoglobin is in the muscles. Hemogoblin is in the blood and is essentially 4 myoglobin molecules that can combine into one hemoglobin. IIRC, the combination of the 4 makes it easier to switch between accepting and donating oxygen, where myoglobin is better just at the taking oxygen.