1.21 gigawatts (1.21 BILLION watts) per lightning strike is a huge amount of energy to store in a flash (literally). Sometimes it will melt the lightning rods. Any kind of helium or hydrogen blimp/balloon would be destroyed on each strike.
Batteries can't charge fast enough for a lightning strike, but capacitors could... but you'd need a million volt rated capacitor bank that could handle an absurd amount of amps, which would probably cost tens of millions of dollars to put together. If the lightning strike is really big, it would overload and destroy the capacitor bank, and that would be a major loss.
Then you need to get the extremely high voltage back out of the capacitor bank and stepped down to a usable form. This would also be several million dollars of extremely high voltage parts and transistors.
By the time all's said and done, it would be cheaper to just buy overpriced electricity from the utility grid. This is another Hollywood fantasy.
For low power collection, a similar setup could be used on a clear day. Nikola Tesla did some experimenting with electrostatic atmospheric energy collection. The capacitors, diodes, and grounding rods needed are relatively cheap and DIY friendly. Some people have claimed they got enough energy to run a light bulb, but others claim the energy collection is very low (far more likely).
