You don't need crazy parents to fly away in the atmosphere and spark a massive police search. In fact, there's a whole subculture of backyard blimp crazies.
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The big trick with these homemade blimps is using hot air (read:fire) for lift power, like a hot air balloon, instead of helium or hydrogen. Dan Nachbar's Skyacht is one of the more intensely engineered crafts, with steerable thrust and an intricate system of ribs that lets the engine sit in the tail itself. Brian Boland's Lips, on the other hand, has a simpler design, and fits in the back of a car.
If I built a blimp, I would make it look like a shark, and I would sneak up on other people's blimps, so it would look like my blimp was about to eat theirs. [Popular Mechanics]