Balloons (aka aerostats) require a medium (liquid or gaseous) to which their average density is comparable and this medium must be in a gravitational field. If their mass is greater than the mass of medium displaced, they sink under gravity - negative buoyancy, If it's less than the mass of medium displaced, they rise against gravity - positive buoyancy.
Archimedes' Principle: Definition, Theory, and Application (sciencefacts.net)
The Soviet space probes Vega 1 and Vega 2 released two balloons with scientific experiments in the atmosphere of Venus in 1964. Venus, of course, has a much denser atmosphere than Earth and some of the upper reaches would be at a tolerable temperature for humans provided they were protected against the toxicity of the atmosphere and had their own oxygen to breathe.
Balloon Development for Venus (nasa.gov)
Rockoons were first proposed in 1949 for use
in Earth's atmosphere.
Rockoon - Wikipedia
The Soviet space probes Vega 1 and Vega 2 released two balloons with scientific experiments in the atmosphere of Venus in 1964. Venus, of course, has a much denser atmosphere than Earth and some of the upper reaches would be at a tolerable temperature for humans provided they were protected against the toxicity of the atmosphere and had their own oxygen to breathe.
Balloon Development for Venus (nasa.gov)
Balloons working in space as passive reflectors isn't a problem, You just have to get them there at sufficient speed to remain in orbit. The
Echo and
PAGEOS balloon satellites were launched into Earth orbit in 1960, 1964, and 1966. These required rockets to get into orbit before being inflated. Balloon satellites were used as they could act as large passive reflectors of microwave signals. Their large size means that their orbital velocity will decrease more rapidly due to air resistance than for a smaller satellite, even though they are operating in a near vacuum. Such satellites have negative buoyancy - they rely on their speed to stay in orbit.
People have proposed vacuum balloons so if you could make one with a more perfect vacuum than exists on the Moon, it would work there. It'd be more feasible than on Earth because the pressure differential would be tiny. However, it would need to be freaking enormous to offset the weight of the envelope and any payload -- it's a nonstarter. I'll let you do the mathematics to prove me wrong.
How Helium Balloons Work | HowStuffWorks