Works of art using balloons (+ inflatables):

• Hans Hemmert, German Panther (2007)
• Andy Warhol, Silver Clouds (1966)
• Mel Ziegler, Hold Your Breath (installation view) (2004)
• Piero Manzoni, Artist’s Breath (1960)
• Christo, Air Package (scale model) (1968)
• William Lamson, Emerge (film still) (2007)
• Albert Lamorisse, Le Ballon rouge (film still) (1956)
• Andrei Monastyrsk and The Collective Actions Group, The Balloon (1977)
• Makrolab, Coded Utopia: "Makrolab, or the art of transition," stratospheric camera launch, Campalto island (2003)
• Francis Alÿs, Ambulantes I and II Mexico City (1992–Present)
• Momoyo Torimitsu, Somehow I Don't Feel Comfortable (2000)
• Andreas Zybach, Self-reproducing pedestal (2007)
• Appau Jnr Boakye-Yiadom, P.Y.T. (2009)
• Katharina Grosse, Atomimage (2007)
• Nadar (Gaspard-Félix Tournachon), Le Géant, Champ de Mars (1863)
• Werner Reiterer, Beginnings of Space Travel (2002)
• Panamarenko, Aeromodeller (first constructed in 1969-71): the "Aeromodeller" is a 28-feet long zeppelin, and when filled with 65,000 liters gas it reaches a total area of ​​800m³. The airship travels from exhibition space to exhibition space (with continual maintainence and repairs, see more on its history here), and is refilled with gas. Ironically, it cannot fly in the indoor space that contains it, so it feels more confining than freeing.
• Myeongbeom Kim, Untitled (2007-11)
• Sarah Elizabeth Turner, Entanglement (2007)

Works of art using aerostat parade floats and other inflatable objects (besides balloons):

• Annette Messager, Inflated, deflated (2005-6)
• Olaf Mooij, Chesterfield Car (2004)
• Kurt Perschke, The RedBall Project (2006-present)
• Pawel Althamer, balloon (2007), self-portrait aerostat
• Paul McCarthy, Air Pressure (2009)
• Gerwald Rockenschaub, Untitled (2000/2007)
• David Byrne, Tight Spot (2011)
• Jeff Koons, Rabbit (2009 Covent Garden replica from original Rabbit 1986)

Blown glass and metal:

• Marcel Duchamp, Paris Air (1919)
• Tom Dixon, Audi Light Light Design Miami (2009)
• Michel Fancois, Souffles dans le verre (2002)
• William Cannings, Kink (2006)
• Dale Chihuly, Walla Wallas (2006, Missouri Botanical Garden)
• Anish Kapoor, Tall Tree and the Eye (2009)

  

• Jeff Koons, Balloon Flower (Magenta) (1995-2000)
• Tobias Rehberger, Seven Ends of the World (2003)
• Werner Reiterer, Gesture (2003/4)
• Spencer Finch, Orion (2008)

Inflatable architecture and inflated installation structures:

• Archigram, Instant City, Project (preliminary sketch) (1968)
• MOS, Instant Untitled (rendering), Venice Biennale (2010)
• raumlabor berlin, Rosy (The Ballarina), Portavillion (2010)
• Lang / Baumann, Comfort #8 (2010), Comfort #6 (Setouchi) (2010), Comfort #4 (2007), Comfort #3 (Barcelona) (2005)
• Agnes Bolt, Dealing (2011): A signed contract between the performance artist and art collector Philippa Hughes. Bolt spent a week inside a bubble in Hughe's home and displayed the documentation the in an exhibition at the gallery Project 4. The written contract can be found in Harper's Magazine, issue for August 2011 (section titled "Insider Art"). An image of the contract can also be found in the slideshow provided in the link to the review above.
• Zhu Ming, 14 O'clock 27 July - A, 2008 (2008), March 9th 2003, no.34-A Sydney, Australia (2003)
• Lee Boroson, Canopy (2010), Lake Effect (2002)
• Tim Hawkinson, Uberorgan (2000)
• Anderson and Anderson, White Hot Orange (2005)
• Tomás Saraceno, On Space Time Foam (2012): installation transforms a space by enabling individuals to "float" or walk on a transparent surface inflated with an air pump, like an inflatable bouncer for adults.

This site includes a lot of works of art that use inflatable structures.