Molecules whose framework forms a closed cage, like dodecahedrane and buckminsterfullerene, can  encapsulate atoms and small molecules in the hollow space within.  Those insertions are not chemically bonded to the caging compound, but merely mechanically trapped in it.
Cross, Saunders and Prinzbach succeeded in encapsulating helium atoms in dodecahedrane by shooting He ions at a film of the compound. They obtained microgram quantities of He@ (the "@" being the standard notation for encapsulation), which they described as a quite stable substance. The molecule has been described as "the world's smallest helium balloon".