Mars Oxygen ISRU Experiment (MOXIE) is currently on Mars as part of the Perseverance rover. MOXIE's mission is to test the feasibility of making propellant grade oxygen from the carbon dioxide on Mars.
MOXIE is a test device which is about the size of a car battery. It is mounted underneath the rover.
MOXIE filters, compresses, and heats the Martian air then splits the carbon dioxide molecules into oxygen and carbon monoxide using solid oxide electrolysis. The test device also measures the quality of the oxygen produced.
MOXIE successfully generated oxygen on Mars on April 20, 2021.
Oxygen generated by production-sized manufacturing plants on Mars could be used for rocket propellant and breathing gas. Future oxygen generators that support human missions on Mars will need to be about 100 times larger than MOXIE.
Additional information for the curious
Carbon dioxide makes up approximately 96% of the gas in Mars' atmosphere. Oxygen is only 0.13%, compared to 21% in Earth's atmosphere.