The Roxy Balloon is one of the many collectibles you can find sprinkled throughout the pizzaplex. This item is hidden amongst others and cannot be found until you reach Roxy’s Raceway. Here is where you can find the Roxy Balloon collectible in Five Nights at Freddy’s: Security Breach.
A little way into the story of Security Breach, Freddy will tell you that he wants to meet you at Roxy’s Raceway. This part comes after you need to avoid Vanny for the first time. Once you get off the elevator, head to the left toward Roxy’s Raceway. There are a few security bots here to avoid. Enter the door leading to the raceway. The entire area will currently be under construction.
Follow the hallway until you see an opening on the right. A security bot will occasionally come through this area. Go through the opening and turn right to find a cargo container with crates inside. Go in the container to find the present containing the Roxy Balloon.