From the Super Mario Wiki
Air Bags are giant, purple balloons that appear out of Mystery Crates in the game Yoshi's Story. An Air Bag can be revealed by shooting an egg at an unmovable crate. Air Bags attack by blowing air at Yoshi. To defeat one, Yoshi must throw an egg at the bandages on its belly. Air quickly rushes out of the Air Bag, which shrinks until it disappears, leaving a Melon. Air Bags only appear in the level Surprise!!.
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