Nothing more than off-the-shelf "4 mil" plastic (about the thickness for insulating windows in the winter), some wax paper (buy extra), an iron, a fan, maybe some duct tape...and you have a giant room to dance and play in (even outdoors), project images on, put soundsystems inside, or you can make sculptures, tons of possibilities: context disappears, you are only inside. I believe these were mainly developed by Dennis Delzotto and theyve been used many times since by many others, notably multipolyomni.
The basic technique is given below; with nothing more than this you should be able to work out the rest. Several heads can sometimes work better than one. Start with very simple projects that you can make work, like a pillow with a simple door, then gradually work out complex joins and odd intentions in later projects. Once you know how to do it, you can work pretty fast, and the gee-whiz factor when all the curious bystanders see it suddenly inflate in just a few quick minutes is also fun. Youll find you dont need a very powerful fan; because the material is so relatively lightweight, only a slight difference in pressure is quite enough to keep it really snug.
The easiest shape to start with is just a simple rectangular pillow. Try and find a roll of material at least 20 wide and 100 long, transparent. Also get some smaller extra pieces, for the fan tube. Unroll the big piece, and fold it over, so its 20 by 50. Turn the iron on, high setting. Starting at a corner, lay out a length of wax paper on top of the intended seam (to keep the iron from sticking to the plastic), and start sealing it together, with cardboard underneath to keep from overheating the floor if necessary. Its easy to figure out how much heat/pressure to give it: if its too much, youll have a mess, and if its not enough, then youll see weak spots pretty easy. You can always go back. And if you really make a mess of it, just trim it off and go again, no big deal. When you finish a section, peel up the wax paper and move to the next; you can re-use it a few times. Continue until the three open sides are done.
Then, take your other piece and make a tube sized to fit your fan; 6-10 feet long should be fine. The bubble will be jostling and you dont want the fan to keep getting knocked over. Cheapo box fans, like 2 wide, work fine; theyre usually powerful anough, and are easy to stick tape to. Near a corner, make a slice in the main plastic, and tape the tube lightly in place, then work out how to seal them together (cutting the end of the tube into a few tabs helps). You might need some thick cardboard to put between the top and bottom parts so you can seal them separately; again, with experience, it gets much easier. Go slow, use your head. Once it's up, somebody on one side can hold a backing board (don't burn their fingers) against the plastic while the ironer works from the other side.
The easiest door is simply a slit in a side thatll be against a wall; that way air pressure automatically keeps it closed (you have to squeeze along the wall to get in). Note that a simple slit will invariably spread at the ends from tension on the plastic; a simple solution is to cut out a 6-inch circle from each end of the slit, works like a charm. Another nice door is if you have a post or vertical stationary object, cut a slit next to it, then tape one side to the post, then attach the ends of a stretched bungee cord to the post, and tape the other side of the opening to this cord: when you release the door, the cord snaps it shut. A little air leakeage isnt usually any problem. Beyond that, it usually helps to build up any odd joins and angles with additional gussets, spread the load out, and keep duct tape on hand for the inevitable repairs and adjustments.
Vastly multi-purpose and open to variation: if you use black plastic, pinholes look like stars, or strands of tiny (ie not hot) xmas lights can be taped to the sides. Ive seen bubbles large enough to fill some of the largest clubs in the city, and also shaped bubbles snaking between pines on a lawn, multi-chamber mazes, a giant womb on puppet strings above a party, tubes running all the way to the ceiling with video projections on all sides (laying at the bottom is stunning), water-misting summertime gigglebombs, sprawling graphic murals, pounding dancefloors and ethereal chillspaces. Make a drawing or many, make a paper model, cut it apart and measure it, make a plan.
As always, safety is the first consideration, but seeing as its fairly easy to simply rip your way out, it shouldnt be much of a problem; but still use your brain, especially to minimize the danger of fire/smoke, or mixing fluids and voltage (hint: keep powerstrips away from the lowest areas, for starters). If it starts to deflate (too much in/out or a blocked fan), do NOT panic, just get everybody to lift it up until it comes back up. If you do it on a rooftop, prevent people from sitting along or even near the edges, and be sure to tie it down very well, to things that won't snap off (like not cast iron pipes: please); sudden winds can be surprisingly strong and can really create havoc. The most annoying injuries are those a little forethought could have prevented.
If you want to re-use it, try and wipe as much moisture out/off before you roll it up, let it get good and dry in the sun.
Some fine examples by Dennis Delzotto