When a balloon filled with air is released, it moves in the opposite direction due to Newton's Third Law, which states that for every action, there is an equal and opposite reaction. The movement is caused by thrust, similar to how rockets are propelled into orbit. This thrust originates from the elastic force of the balloon attempting to return to its original shape while resisting the internal gas pressure. The conservation of momentum explains that when air is expelled from the balloon, it generates a kickback force that propels the balloon forward. Thus, the interaction between the escaping air and the balloon's structure results in its movement.