What section of brain is missing that makes someone want to do this? 

According to the fw.com:

Andy Lewis recently made history when he walked roughly 40 feet between hot air balloons on a slackline 4,000 feet in the air over the desert near Las Vegas. That’s about 1,000 feet better than the previous record.

Admittedly, he's wearing a parachute, but my hands are still sweating profusely just watching this video.