Technically, we all have nitrogen in our tires, along with oxygen, carbon dioxide, and the various other gases that make up the atmosphere.
That you don't have any leaks is not surprising; it is pretty much the point of filling tires with nitrogen as opposed to compressed air. Apparently, the oxygen molecules in compressed air are small enough to permeate the rubber of the tire and escape. This is not the same thing as a leak, but it doesn't really hurt to consider it that way. Over time, your tire will lose pressure as a result of the oxygen escaping.
Nitrogen molecules, on the other hand, will not permeate the rubber of your tires and escape. Thus, tires filled with nitrogen will maintain correct pressure longer than tires filled with compressed air.
The reason that nitrogen filled tires can aid fuel economy is because the tire stays inflated to the correct pressure for longer. You can achieve the same results with compressed air, but you have to check and top off your tires more frequently.
Long story short, should you happen to find one of your tires getting low, do not hesitate to fill it with compressed air. Nitrogen is not so special or magical as some would lead you to believe. You are breathing roughly 78% nitrogen right now.