Shoot it down with a F22.

Fold it up and ship it.

I think bigger question is, how do you bring the blimp down without dumping out helium?

Airships have air bags inside. Same deals as submarines. They take in and out ambient stuff into the bags to control buoyancy.

What ambient stuff is available at the altitude where a zeppelin typically flies?

so balloons appear to have negative mass, it's actually just the result of having lower density than the air. the upward force balances out with the gravity where the lbs/in^3 figure of its entirety matches that of ambient air. it's exactly the same as how an empty tank underwater floats, and a water filled tank underwater sinks.

or I guess one could say it's the bottom side getting more compressive load from air than the topside, given the observable effect, whatever floats our zep...

there is generally plenty of ambient air in the earth's atmosphere

The stuff the Zeppelin/Blimp floats in

you could compress the helium into tanks?

Hydrogen

Send it to the sun to get more helium!

Fill it with hydrogen and just squeeze really hard.

Explode it

fresh water