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Originally Posted by Nerwen
As for the question of how the Balrog entered Moria and why, you may want to have a look at this thread.
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You and a couple of others made some excellent points there.
The Balrog entered by some other, vastly-ancient tunnel system which happened to terminate in a cavern deep beneath Baraz --most unfortunately for the hapless Dwarves. Moria was still relatively shallow at the close of the First Age and Durin's folk had 5,500 more years of digging to do to awaken and/or release the Balrog. The Balrog was trapped ("imprisoned") by either the final tumults of the cataclysm of the First Age (if they didn't all happen in a day) or perhaps trapped later by the cataclysm which sank Númenor and which affected Middle-earth geologically as well, as the world was made into a sphere:
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And all the coasts and seaward regions of the western world suffered great change and ruin in that time; for the seas invaded the lands, and shores foundered, and ancient isles were drowned, and new isles were uplifted; and hills crumbled and rivers were turned into strange courses.
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