If you have something that emits a lot of alpha particles as it decays, you could surround it with a source of electrons, I suppose. The details would have to be left as an exercise, and I doubt you'd get enough helium to be very useful unless you were dealing with large amounts of ridiculously-radioactive substances.
Same with fusion. Due to the implications of E=mc^2, fusion yields a lot of energy and a uselessly-small amount of matter. There don't seem to be many good ways to get a lot of helium besides either waiting millions of years for it to show up naturally, or carefully recycling what we already have.
> you could surround it with a source of electrons, I suppose
Water would be the best for this. The cross-section is good and water can ionise easily. But yeah, you would not get a lot of it.