How do you stop people acting irresponsibly?
I have no idea. I don't think anyone has. They have been main antagonists of our nightmares ever since we started dreaming.
Why am I saying this? Because you're absolutely right and the Toy Train in Space was let from a densely populated area, possibly without notifying and gaining permission from airspace authority of the jurisdiction, and has also landed in populated area. Yes, some will say, "but it landed in a cornfield". So it did, lucky neighborhood. And the next one might land on someone's head and Huffington Post won't have so cute photos and videos to report on. Let's all laugh about it, right?
Not right. And it's not even the toy train that is really a problem. Or action figures. The problem is, that common people don't realize that access to airspace is tightly controlled mainly to prevent accidents / disasters. The problem is, that there were largely loose metallic rods holding the camera and the toy, and the camera wasn't as light as the toy either. This is what you see in the videos. The toy. What you don't see is the darn thing that will kill you. A metallic rod travelling pointy side first at near mach one (340.29 m/s) towards the skulls of civilians. And that's only one skull. How about this cute thingy together with the balloon and the frame being sucked into a jet engine? While the airplane is at low altitude, low airspeed and ready to land maybe? Still cute?
There is a way to do it properly tho:
- Declare your intentions and gain access to airspace with your authorities,
- ask for aviation weather report before launch,
- launch into jet streams that will push your balloon over unpopulated areas and from a no-fly zone,
- equip your balloon's frame with a self-activating parachute release system,
- have tracking devices in place and
- coordinate with authorities in case of unpredictable turn of events, so they will
- keep contact with your event's organizer and can
- notify local population to remain indoors, while
- you or the nearest airspace tracking radar can tell them which area to notify to do so.
Too difficult? No problem. Join your local model rocketry, balloon or airship club, or even your school's related extracurricular activities, and organizers of the events will do that for you. They will even help you build it, give advice, and maybe even provide snacks for the event. Then, it can be properly cute. Meet Camilla:

Camilla is a rubber chicken mascot of NASA's Solar Dynamics Observatory, launched by Bishop Union High School's Earth to Sky
student group, in mountains near Bishop, California on a helium balloon to the stratosphere, roughly 120,000 ft (36.6 km) high.
Camilla was launched from unpopulated mountain range near Bishop, California by a group of Bishop Union High School students for an astrobiology project:
During the two and a half hour flight, Camilla spent approximately 90
minutes in the stratosphere where temperatures (-40 to -60 C) and air
pressures (1% sea level) are akin to those on the planet Mars. The
balloon popped, as planned, at an altitude of about 40 km and Camilla
parachuted safely back to Earth. The entire payload was recovered
intact from a landing site in the Inyo Mountains.
One week later, on March 10th, the storm was underway, and the students repeated the experiment. Sam Johnson (age 16) of Bishop Union High School's Earth to Sky student group mentions the second landing site:
"The profile of the second flight was almost identical to the
first--perfect for our experiment," adds Johnson. "We recovered the
payload from a landing site near Deep Springs, California."
As you will likely know, both these landing site areas are scarcely populated, if at all, and their balloon both times had a parachute properly deployed. More can be read in this article on NASA Science.
So there is a way to have fun, learn from it, and keep everyone safe at the same time while launching a balloon with a toy on its travel towards the edge of space.
By the way, I don't enjoy being as serious as this answer might sound. I'd much, much rather see it completely unnecessary and self-understood, and we can all continue having fun launching odd things into space.