Some seriously daft responses here.
Helium, deadly, dangerous, 'for the effects', etc.
Helium?!?!
How sheltered were your lives as you grew up?! Using helium to make your voice go funny is a staple part of any child's diet, at least on our side of the Atlantic!
If you're thinking of a 'drug' then helium is not the one. You mean nitrous oxide which is, or was, used at a lot of dental clinics until better methods of painkilling became available.
Nitrous Oxide, or 'nos' as it's known by those who've ever had anything to do with drugs, gives you a euphoric but not intense feeling for 30 seconds or so. If you totally fill your lungs with the stuff then hold your breath as long as possible, it can send you into a different universe for a couple of seconds. It isn't deadly. I've done it loads. Even if you take enough to pass out due to oxygen starvation, you would then just pass out, exhale the gas, then start breathing normal air again. It's for this same reason that you can't kill yourself by holding your breath. As soon as you go unconscious you start breathing again.
I've never seen someone pass out while inhaling nos.
The only time people die from taking nos is when, for example, two British paramedics hooked themselves up to their ambulance's Nos canisters using proper breathing apparatus, after which they passed out and still had no source of oxygen. The average punter however does not do it like that!
It's most commonly taken from a balloon, which is filled via a canister as explained below
Some canisters and a dispenser are shown below.
You insert the canister into the right hand sticky-outy bit on the top of the dispenser, then you put a balloon over the left hand sticky-outy bit, then pull the handle to break the seal on the canister and dispense the Nos into balloon.
Canisters are about 2 inches long and as thick as a man's thumb. They're mass produced and each canister contains almost exactly a balloon's worth of nos. I don't know why. Nos isn't specifically sold this way for drug-takers, it's for the catering industry who use it for the dispensing of whipped cream, I believe.
Its most common public use is at parties and events. This is a typical sight after a festival.
In the 'good old days' of Victorian England where opium dens and snuff boxes were commonplace, when drugs were not seen as an overall menace to society, one of the first to enter the market was in fact nitrous oxide or, as they called it, 'Laughing Gas'. People would host parties or 'exhibitions' where they and their friends would take turns at inhaling the gas and watching the effects on other people.
https://www.geriwalton.com/nitrous-oxide-or-laughing-gas/