High density adsorbent structures may be constructed in parallel passage contactor configurations using improved high density adsorbent sheets. Improved high density adsorbent sheets may be formed using adsorptively active support or substrate materials upon which adsorbent material is applied, such as by coating processes, so that in the resulting high density adsorbent structure both the substrate and the coated adsorbent material are active in adsorption processes. Alternatively, improved high density adsorbent sheets may be formed comprising precursor materials, such as certain clays, which may be coated onto known support materials and thereafter converted to active adsorbent materials using known conversion techniques. This produces high-density adsorbent sheets comprising adsorbent material without inert binder material fractions. Improved self-supporting adsorbent sheets also may be formed without using support material, resulting in higher adsorbent densities relative to known adsorbent sheets.