Helium is a noble gas, so it doesn't react chemically with anything. It doesn't solidify at Earth's atmospheric pressure. As soon as it is released, it streams away from earth. How is it packaged up and used to fill balloons?
Most people know very well the pain of letting go of the string of their balloon – just for a second! – only to see it dash off into the sky or rest teasingly against the ceiling of a grocery store. In the grocery store, there are nice people on step ladders to retrieve a big ball of helium. Outside, the helium just keeps going up. It's tough to retrieve without an Iron Man suit. Once the balloon bursts, it becomes impossible. The helium keeps going.
Since helium is non-reactive, it doesn't stick to anything on earth. It doesn't freeze under atmospheric pressure, so there aren't chunks of helium ice in Antarctica. It's a common element in the universe, since it's a product of nuclear fusion in the center of most stars, but until someone comes up with a way of mining the sun, the helium there will be out of reach.
Fortunately for those who want to be able to make their voices sound silly, helium isn't just made by smashing atoms together. It's also made by splitting atoms apart. That's a tough job, but some atoms manage to do it to themselves. One form of radioactive decay is called alpha decay. Unstable atoms occasionally shoot out alpha particles, two protons and two neutrons stuck together – a helium ion.
If they do this at the surface of the earth, the helium does what all helium ions do, heads for the sky. If, however, they shoot off a helium ion underground, the helium stays trapped.
Since helium production requires radioactive elements being left in specific situations for long periods of time, there's a limited supply of helium in the world. Once it's gone, it's going to be hard to get back – unless that sun-mining idea pans out. Some estimates say we have only ten to eighty years of helium left. Think of that, and tie your helium balloon around your wrist next time you get one.