Medical devices and methods for making and using medical devices are disclosed. An example medical device may include an elongate inner member having a guidewire lumen extending therethrough. An outer member may be disposed about the inner member. An inflation lumen may be formed between the inner member and the outer member. The medical device may be configured to have a first stiffness when the inflation lumen is free of inflation media and a second stiffness different from the first stiffness when inflation media is disposed within the inflation lumen. In addition, the inner member may include a collapsible region that is configured to deflect radially inward when inflation media is disposed within the inflation lumen.