A conventional balloon rises because its airbag displaces a large volume of air. But the gas that fills the bag has some weight; it, along with the weight of the gondola, reduces the balloon’s total lift.
Realizing this, Italian monk Francesco Lana de Terzi in 1670 proposed a “vacuum airship,” a balloon whose airbag was filled with nothing at all. Since a vacuum weighs nothing, this should maximize the vehicle’s lift — the vacuum could displace a large volume of air without itself adding any weight.
In principle this might work; the problem is that the vacuum would tend to collapse its container, and building a shell sturdy enough to withstand it would leave us with a ship too heavy to lift. It’s not clear whether any material or structure could overcome this problem.