Do you know that after Macy's Thanksgiving Day parade, they used to just let go of the balloons. Starting in 1927, the balloons were released where they would eventually burst in the air. But the next year, Macy's added a release valve to the balloons to slowly let out the helium, and they even offered a $100 reward to anyone who found a balloon and returned it. That would be about $1,700 today. This balloon release system ended in 1933 after balloon wrapped itself around the wing of a plane causing it to crash.