Balrogs

According to The Silmarillion, the evil Vala Melkor corrupted lesser Maiar (angelic beings) to his service in the days of his splendor before the making of Arda. These became known as "Demons of Might": Valaraukar in Quenya, and (with an anglicized plural) Balrogs in Sindarin.

Upon the awakening of the Elves, the Valar captured Melkor and destroyed his fortresses Utumno and Angband. But they overlooked the deepest pits where, with many of Melkor's other allies, the Balrogs fled into hiding. When Melkor returned to Middle-earth from Valinor, now bearing the epithet Morgoth, he was attacked by Ungoliant, a spider-like creature; his piercing scream drew the Balrogs out of hiding to his rescue.

When the Noldor arrived in Beleriand in pursuit of Morgoth, they won a swift victory over his Orcs in the Dagor-nuin-Giliath. Fëanor pressed on towards Angband, but the Balrogs came against him, and Fëanor was mortally wounded by Gothmog, Lord of Balrogs. Fëanor's sons fought off the Balrogs, but Fëanor died of his wounds shortly afterward.

In The Lays of Beleriand, The Lay of Leithian mentions Balrog captains leading Orcs: "the Orcs went forth to rape and war, and Balrog captains marched before".

Tolkien tells of two Balrogs slain by Elves in the fall of Gondolin. During the assault on the city, Ecthelion of the Fountain fought Gothmog, and "each slew the other." Glorfindelfought a Balrog who waylaid an escape party from the fallen city; both fell from the mountainside in the struggle and perished.

In the War of Wrath that ended the First Age, most of the Balrogs were destroyed, although some including the Balrog known as Durin's Bane, managed to escape and hide in "caverns at the roots of the earth".[9]

In The Fellowship of the Ring, the Fellowship ventured through Moria and were attacked in the Chamber of Mazarbul by Orcs and the Balrog. Gandalf faced the Balrog at the Bridge of Khazad-dûm and broke the Bridge, but was dragged down by the Balrog. He slew the Balrog but perished himself at the same time — to be sent back as the more powerful Gandalf the White.

Characteristics
Tolkien's conception of Balrogs changed over time. In all his early writing, they are numerous. A host of a thousand of them is mentioned in the Quenta Silmarillion, while at the storming of Gondolin Balrogs in the hundreds ride on the backs of the Dragons. They are roughly of twice human size, and were occasionally killed in battle by Elves and Men. They were fierce demons, associated with fire, armed with fiery whips of many thongs and claws like steel, and Morgoth delighted in using them to torture his captives.[16]They were loyal to Morgoth, and once came out of hiding to save him from capture.

In the published version of The Lord of the Rings, however, Balrogs became altogether more sinister and more powerful. Christopher Tolkien notes the difference, saying that in earlier versions they were "less terrible and certainly more destructible". He quotes a very late margin note  that was not incorporated into the text saying "at most seven" ever existed; though in the Annals of Aman, written as late as 1958, after the publication of The Lord of the Rings, Melkor still commands "a host of Balrogs". In later writings they ceased to be creatures, but are instead Maiar, lesser Ainur like Gandalf or Sauron, spirits of fire whom Melkor had corrupted before the creation of the World. Power of the order of Gandalf's was necessary to destroy them, and as Maiar, only their physical forms could be destroyed.

Tolkien says of the Valar (including the Maiar) that they can change their shape at will, and move unclad in the raiment of the world, meaning invisible and without form. But it seems that Morgoth, Sauron, and their associated Maiar could lose this ability: Morgoth, for example, was unable to heal his burns from the Silmarils or wounds from Fingolfinand Thorondor; and Sauron lost his ability to assume a fair-seeming form after his physical body was destroyed in the downfall of Númenor.

Tolkien does not address this specifically for Balrogs though at least in his later conception they are Maiar. In "the Bridge of Khazad-dûm" in The Fellowship of the Ring, the Balrog appears "like a great shadow, in the middle of which was a dark form, of man-shape maybe, yet greater". Though previously the Balrog had entered the "large square chamber" of Mazarbul, at the Bridge of Khazad-dûm it "drew itself to a great height, and its wings spread from wall to wall" in what was a vast hall.

The Balrog's size and shape, therefore, are not given precisely. When Gandalf threw it from the peak of Zirakzigil, the Balrog "broke the mountain-side where he smote it in his ruin".

Whether Balrogs have wings (and if so, whether they can fly) is unclear. This is due partly to Tolkien's changing conception of Balrogs, but mostly to his imprecise but suggestive and possibly figurative description of the Balrog that confronted Gandalf in Moria