[WorkerBee]

Fusion works (in that it successfully fuses atoms) and has since the 1960s http://en.wikipedia.org/wiki/Fusor

You don't get more energy out than you put in, but if your goal is to make helium, that's hardly the point - just about every other industrial process also consumes energy.

[Retric]

The problem is you need to be really close to breakeven or your going to be wasting GWh per lb of helium.