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Also, can any weapon made actually harm a balrog?
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Remember Gandalf when the Balrog comes, when he regains his wits. I quote.
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'Over the bridge!' cried Gandalf, recalling his strength. Fly! This is a foe beyond any of you. I must hold the narrow way. Fly!'
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I think this explains what Legalos has said about a great spirit. Even Aragorn, who is of the line of Elros Tar-Minyatur, would be outmatched by the Balrog. It was the match of Gandalf. You need to be strong of mind to withstand a Balrog. Gimli and Legolas were already terrified of seeing it.
I don't think you need to be High-Elf or any other race, as long as you have a strong mind and body and are powerful.
I do not know if weapons can harm a Balrog. I remember Gandalf saying something like: 'Swords are of no use here!'... but I do not know if the Balrog was already there when he said this. Also, when Gandalf was at the door with the Balrog (the door that broke assunder because of all the magic it had to deal with) he knew of nothing else to do but putting a locking- or shuttingspell at the door.
At the bridge Gandalf does use his sword, but he seems only to use it in defence or only to show that he is not at all defenceless against the sword and whip of the Balrog.
Maybe the story of Feänor can answer this question. I believe that when he was killed by Gothmog, he threw down a Balrog (one or two) himself. Does the Silmarillion say that he used weapons there?
I'll look that up and I'll add that tomorrer. Maybe that will answer your last question.
greetings,
lathspell