Hummingbirds require an enormous amount of energy to beat their wings fast enough to hover and maneuver. In many ways they appear to retain some of the flight patters of insects, but they have an enormous amount of mass in comparison. Many changes in cell structure must occur to allow this high metabolism rate, and most specifically in mitochondria to be able to provide such large quantities of energy.
Quite a few changes in cell morphology and physiology might be expected to help deal with these large metabolism rates. Greater oxygen and carbon dioxide diffusion rates in the lungs would speed the movement of these gasses, as well as increased cardiac output and increase in capillary density.