Buy balloons on Amazon (paid link)
Buy an air pump on Amazon (paid link)
There are many other balloon sculptures related to Christmas theme.
Check balloon stars page, and balloon hats page, and balloon weaving fabric for more ideas.
Christmas balloon wreath
Balloon candy cane
Santa Claus balloon hat
Santa Claus Balloon
One balloon Christmas tree
Balloon Garland. Balloon Christmas tree
How to make balloon Christmas tree