User blog comment:Tyrannoraptor/Can Balrogs be hurt or killed with physical damage?/@comment-26082545-20150417142320/@comment-26082545-20150418065616

Agree, but can you count magic to physical damage? Anyway, a Balrog is (PLOT TWIST) a Maia, the same specie as Gandalf, Saruman, Radagast and Sauron. The Balrogs are just fallen servants to Melkor/Morgoth. When he started to fight against the Valar, some of the other Maias began to help him, and transformed into the brute's we all know today.

And as a fact: I think Balrogs have wings, but some does not choose to have.