It was at one time proposed to use beryllium spheres (actual ones, not movie props
) to hold vacuum. The metal shell is much heavier than, say, a rubber balloon, but perhaps the weight can be made low enough that it balances out?
Turns out, nope, it's just not quite good enough. Not only do you need a very uniform sphere, but no matter how uniform it is, it still needs to be braced against unbalanced external forces -- bumps and bends from mounting and handling. It only takes a little imbalance to do what happened to the tank car! So you'd need a sphere that's wrapped in trusses to keep it supported, and the actual spherical walls would really be more like foil windows inbetween those supports. It might look like a buckyball instead.
Beryllium would be the most likely candidate, for its extraordinary stiffness and strength to weight ratio. Some ferrous or titanous superalloys, or carbon fiber composite, might have superior strength to weight, but nowhere near the same stiffness. The stiffness is only superseded by heavier alloys (molybdenum, tungsten carbide..), which are inferior in strength/weight, or far too brittle (even moreso than beryllium itself) to fabricate.
Maybe nowadays with slightly accessible metal 3D printing, it might be possible to revisit, and get comparable performance to traditional materials. But, suffice it to say: it's damn hard to beat having a gas that provides the same internal pressure, at a fraction of the weight, of the atmosphere outside it!
Tim