Panic, shut down the airport, and reveal their top secret methods of defense against actual attacks.
But what do we know, maybe it was an evil terrorist party balloon. You see, the wall just needs to be a little higher to protect that beautiful country from all southern evils.
Sounds like a great way for a drug-runner to proceed - release 1000 balloons across a very large area, and have only one of them carry their payload of drugs (or whatever).
That said, I doubt they even bother with such small-scale trade. The narco-submarines are much higher capacity and now apparently well-built enough to be trans-pacific: https://en.wikipedia.org/wiki/Narco-submarine
Which way are the prevailing winds at altitude over the Ukrainian-Russian border region, anyway?