[Gothmog]

Here in Sweden we have a floorball team in the highest division calling themselves Balrog...

By the way, you could almost refer to LotR as a true mythology. Tolkien borrowed some ingredients in the story from real mythology and folklore. Some celtic stories and a lot of norse folklore interested him. For example: Gandalf is the name of a dwarf in Snorres edda, an old poetic Icelandic tale and Frodo exists in an other story too (can´t remember were tough).

Of course, most of Middle Earth comes from Tolkien´s own excellent fantasy, but some parts are based on "true" stories.