Human mobility analysis is one of the most important research problems in the field of urban computing. Existing research mainly focuses on the intra-city ground travel behavior modeling, while the inter-city air travel behavior modeling has been largely ignored. Actually, the inter-city travel analysis can be of equivalent importance and complementary to the intra-city travel analysis. Understanding massive passenger-airtravel behavior delivers intelligence for airlines' precision marketing and related socioeconomic activities, such as airport planning, emergency management, local transportation planning, and tourism-related businesses. Moreover, it provides opportunities to study the characteristics of cities and the mutual relationships between them. However, modeling and predicting air traveler behavior is challenging due to the complex factors of the market situation and individual characteristics of customers (e.g., airlines' market share, customer membership, and travelers' intrinsic interests on destinations). To this end, in this article, we present a systematic study on the personalized air travel prediction problem, namely where a customer will fly to and which airline carrier to fly with, by leveraging real-world anonymized Passenger Name Record (PNR) data. Specifically, we first propose a relational travel topic model, which combines the merits of latent factor model with a neighborhood-based method, to uncover the personal travel preferences of aviation customers and the latent travel topics of air routes and airline carriers simultaneously. Then we present a multi-factor travel prediction framework, which fuses complex factors of the market situation and individual characteristics of customers, to predict airline customers' personalized travel demands. Experimental results on two real-world PNR datasets demonstrate the effectiveness of our approach on both travel topic discovery and customer travel prediction.