Earth gravity isn't strong enougth to hold helium so we are loosing it constantly. If earth assembled out of space dust how come we have helium? Where did it come from?
Alpha decay, which is why it generally comes from natural gas fields where the alphas are trapped with the methane (in the US there are several in Kansas, Oklahoma, and Texas with reasonable fractions).
There is a long history of helium in the US, where the Bureau of Land Management has been responsible for the helium reserve since the days of giant airships. More might be found at the BLM website.
It turns out that helium is the only gas to be shipped long distances (including across oceans) because of the difficulty in producing it (separating from natural gas). Apparently the US fields are by far the best, while there are others in Algeria and Russia.
I find it cool that, while natural gas is old (dinosaurs and all that), our helium is even older, dating to some supernova(s) to make all the heavy elements that decay.