Yes, these can all mean happy, but some are also idioms for drug use, especially "I'm buzzing." People usually say they are buzzed when they are drunk or feeling the effects of alcohol. "I'm on cloud nine" can mean very happy, but it's also used for when people are describing being high on drugs. "Walking on air" means very happy, but is usually used to say that a person is not only very happy, but carefree as well. It's a way of saying that they are so happy that nothing really matters at that particular time. They are "walking on air" because nothing is providing friction and nothing can keep them down. Over the moon is another way of saying the same thing, but it's rarely used. At least I never hear anyone say it.

Yes they do :) :)

on cloud nine: Fig. very happy. When I got my promotion, I was on cloud nine. When the check came, I was on cloud nine for days. be over the moon (informal) to be extremely pleased about something Marie got the job. She's over the moon. Walk on air Fig. to be very happy; to be euphoric. Ann was walking on air when she got the job. On the last day of school, all the children are walking on air. Copied from thefreedictionary.com