From the Silmarillion.Yet so great was the power of his uprising that in ages forgotten he contended with Manwë and all the Valar, and through long years in Arda held dominion over most of the lands of the Earth. But he was not alone. for of the Maiar many were drawn to his splendour in the days of his greatness, and remained in that allegiance down into his darkness; and others he corrupted afterwards to his service with lies and treacherous gifts. Dreadful among these spirits were the Valaraukar, the scourges of fire that in Middle-earth were called the Balrogs, demons of terror.
Originally posted by Gothmog
From the Silmarillion.
The Balrogs were Ainur fire spirits who were drawn to Melkor in the begining. They appeared as creatures of Fire and Shadow. They cloacked themselves in darkness which made it difficult to see what they looked like and they spread terror before amongst their enemies.
And apart from all that the answer is "ME"
Originally posted by Nocturno
But did they have wings? Nooooooooooooooooo!
But seriously, you'll need to really go to the Silmarillion to understand the whole thing on Melkor, the Ainur, the Valar, etc. I believe even the name of Morgoth is rarely mentioned in the LOTR.