You are right that such device does not exist, but in theory you could combine many analytical techniques to a single black box that could analyze practically all of molecules and particles in the air or even in more complicated samples. It would contain at least some sort of chromatography, nmr, mass spectrometer, infrared spectrometer and various special analytical techniques for some compounds. Also some kind of sample preparation system would be needed.

This would be a very large machine and you would need to provide a sample to it in a test tube or similar manner. Automated blood analyzers in hospitals are maybe the closest thing to a such device.