A few days ago, I went to the grocery store and tried to purchase some helium balloons. I was informed by a sign that the store was out of helium and that "This is a nationwide problem." So, I got to wondering about some things: Where does helium come from? Is there really a nationwide shortage, or did my grocery store just forget to pay its helium bill?
As best I could figure out, here's what's going on: Although helium is very common in the atmosphere, its concentration is too low to be usable. Most usable helium is found in pockets of natural gas in Texas, where it has been trapped after being produced by the radioactive decay of uranium and thorium. The federal government extracts the helium from the natural gas deposits and sells it to private plants to be processed.
The current shortage is probably caused by a combination of scheduled maintenance (fall is a low-demand time of year because of the lack of baloony holidays) and problems with processing plants in the middle east. Here is an article about it.