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Do Balrogs have springs?
A spring could be a substitute for a wing - perhaps the reason Wings were never explicitly discribed was that it was assumed everyone knew they had metallic coils on the bottoms of their feet. It would explain any Balrogs seen in the air.
Plus, they could be hunted and harvested for a fine bumper crop of mattresses.
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But all the while I sit and think of times there were before
I listen for returning feet and voices at the door
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