Many artists in the 19th century painted outdoors instead of in the studio and that was a new technique. What style of art are we talking about?

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The technical term is “Plein Aire” – “fresh air” in French – and it differs from studio painting in these respects: The artist took his/her easel and canvas outdoors to a scene in Nature. There he/she would capture the “moment” of light, shadow, movement, etc. before the light changed. Before this Romantic concentration, the artist would just sketch a scene, making some general notes about color, and then actually paint indoors, using sketches and notes as guides to remember the scene generally. This technique, then, is symbolic of the Romantic Movement in general – to get back to Nature, to remove as many of the “human” mental interferences as possible. The movement was made possible in part because of technological advances in paint (in tubes, for example), and partly because of the relative poverty of the artists, who could not always afford a studio. Associated with this term is "Alla Prima," a technique that allows one layer of paint to be brushed over another before it is dry.