Some anti-colic bottles have a vent system that forces air out of the bottle so it doesn't enter baby's mouth. One of the most popular anti-colic bottles, Dr. Brown's Natural Flow, has a long straw that extends from the base of the nipple to the bottom of the bottle, so the air travels to the opposite end from where baby is drinking. Other bottles, such as Similac SimplySmart and Evenflo Bebek, have a vent built in to the nipple. The vent allows air to escape at a different part of the nipple, so it doesn't travel out with the milk as baby drinks.
Another popular anti-colic bottle style uses disposable bags to hold formula or milk. As baby drinks, the bag collapses an no additional air is allowed into the bottle. Other bottles are shaped in such a way that air is directed up and away from the nipple. This may be via a bend, or an S-shape on the Difrax S-Bottle.