Actually...
Near the middle of the 19th century, if I recall correctly, there were a number of early attempts to steer balloons (ultimately concluding with Santos-Dumont and others creating the dirigible that had such an effect in WWI and created such spectacular disaster at Lakehurst in 1936. However, before they made them cigar shaped and mounted engines and control surfaces, one early attempt mounted sails on a balloon -- on both top and bottom. If the balloon is tall enough, there can be enough differential in wind speed from top to bottom to allow a sail to be effective; with very fine altitude control, it's even possible for the winds to vary significantly in direction over that couple hundred feet of altitude (another sail-on-balloon concept used a rope dragging on the ground or sea to act like the string of a kite, but that's genuinely two mediums).
The method with sails on top and bottom did work -- not very well, most of the time, but if you could find one of those "wind shears", as we call them now, you could do some genuine steering...