Wight
Posts: 247
All those who think that Balrogs had wings apply as an argument the duel at the Khazad-dûm bridge. Still, Balrog challenging Gandalf is surrounded by dark cloud
likewings. No explicit evidence is given that those were proper wings used to fly. For more information I will repeat above stated advi e - see articles on
www.barrowdowns.com 
...but what they are really like, and what lies beyond them, only those can say who have climbed them...