There used to be (maybe still is?) a toy, sold by Edmund Scientific and others - that was basically a thin black and big dry cleaning bag. You'd basically take it outside on a sunny day, whip it around a bit to "fill" it with some air, tie it closed, and then let it heat up in the sun. Eventually, it would take shape, becoming buoyant, at which point you could let it go to float off (presumably tied down with a string if you wanted to keep it).

I don't know if it is still available or not, or whether anyone ever added remote controls to it...

Hmm - apparently it or something similar is still available - or you can try to build one yourself:

http://www.instructables.com/id/Make-a-Solar-Heated-Balloon/