This would be a scouting unit only, and would ignore closed borders. Available well before airplanes. It would only be able to move in one direction in a turn, e.g. if it had 2 movement points then it could move 2 squares NW that turn and then 2 squares N on the next turn, but couldn't go 1 NW and 1 N on the same turn. This is to mimick the limited control of direction that you have with a hot air balloon. And it makes it a bit different to other units. Perhaps it would have a limited range too, e.g. it couldn't stary more than a certain number of squares outside your cultural borders. And perhaps it would only be able to fly over land.

Sorry if this has already been suggested.