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Balrogs are fictional demon-like creatures from J.R.R. Tolkien's Middle-earth legendarium. A Balrog (Sindarin for "Demon of Might"; the Quenya form is Valarauko , Valarauco or Valaraukar) was a tall, menacing being in the shape of a Man, having control of both fire and shadow and with a fiery whip of many thongs. They induced great terror in friends and foes alike and could shroud themselves in darkness and shadow. The Fellowship of the Ring encountered a Balrog in the mines of Moria, in The Lord of the Rings (specifically, in Book II, the second half of The Fellowship of the Ring).
[edit] Balrogs in the First Age
The Balrogs were originally Maiar, of the same order as Sauron and Gandalf, but they became seduced by Morgoth, who corrupted them to his service in the days of his splendour before the creation of Arda. During the First Age, they were among the most feared of Morgoth's forces. When his fortress of Utumno was destroyed by the Valar, they fled and lurked in the pits of Angband.
As Maiar, Balrogs would have had the natural ability to change their shape at will, and to move "unclad in the raiment of the world" meaning invisible and without form. As such, their appearance would change according to the will of the Balrog. However, it seems that Melkor, Sauron and their assorted Ainur servants all have lost the ability to change shape and to have become bound to one form permanently. Melkor became locked into the "tyrant of Utumno", gigantic and terrible, and he even seems unable to heal basic wounds, his hands and forehead remained burned by the Silmarils and his face and foot wounds never healed after the battle with Fingolfin. Sauron became trapped in the form of a gigantic burning man after the flooding of NĂºmenor and even lost his finger when the Ring was cut from his hand. It is unknown whether this affected Balrogs in the same way, and whether Balrogs had the ability to change shape or not.