I've always wondered where all the helium balloons go

What goes up must come down.

Turns out they do come down in the woods.  I found this shredded remnant of a balloon hanging in a tree, randomly.  Still tied with the gift ribbon. 

Actually, I've been told (by a marine biologist who's seen them) that they much more often come down in the ocean.  They rise, catch an air current, and are carried out over the ocean before the helium degrades and they come down.  There's not much on the surface of the sea that can pop a balloon, so they drift, for a long time.  Another source of ocean pollution, yay.