From the Super Mario Wiki
Toad Balloons are items that appear in New Super Mario Bros. Wii. They are blue balloons with a picture of a sad Toad's face on them. They appear in Enemy Courses. Mario will have to collect all eight balloons in the enemy course. Afterwards, a treasure chest will appear with Toad in it and the player will win three Super Mushrooms. Toad Balloons appear in every world except World 9, since there are no enemy courses in the world mentioned above.