A semiconductor device structure, along with methods of forming such, are described. The semiconductor device structure includes a device, a first dielectric material disposed over the device, and an opening is formed in the first dielectric material. The semiconductor device structure further includes a conductive structure disposed in the opening, and the conductive structure includes a first sidewall. The semiconductor device structure further includes a surrounding structure disposed in the opening, and the surrounding structure surrounds the first sidewall of the conductive structure. The surrounding structure includes a first spacer layer and a second spacer layer adjacent the first spacer layer. The first spacer layer is separated from the second spacer layer by an air gap.