Maiar or Man?

[Raynor]

If I'm not mistaken, Maiar are immortal as long as they are good in the face of Eru (which would explain why Gandalf was re-incarnated while the Balrog was not... and it'd also explain how Sauron outright disapeared

Gandalf's return was a unique intervention on behalf of Eru; if the balrog didn't really return (and let's pray he didn't), it is because he couldn't summon any more power to make a new body.

Saurman's is a bit different as he is shunned form Valinor and then disapears, and is sort of the exception to my "rule" but the others we know not where they go, so I'd guess that somehow Eru (the only one strong enough to actually KILL them) is involved

Kill them in what sense? All spirits are indestructible, cf Letter #211.

[Farael]

Originally Posted by Raynor

Kill them in what sense? All spirits are indestructible, cf Letter #211.

Well, Kill wouldn't be the right word perhaps, but they can be "Killed in Arda" (as in vanished from it) I think that Morgoth was "Killed" so was Sauron and Saruman... and the previously mentioned Balrog. They couldn't re-shape, they couldn't really interact with any other living beings and they would not be allowed in Valinor, so Arda had very little left for them. It is safe to assume they vanished from it. Which leads to another question, which is sort of off topic so refrain from answering it here. Wouldn't "The void" be where Eru is as well? I mean, Eru should be everywhere, but wouldn't "The Void" be all but Arda? from my reading of The Silmarillion, it doesn't seem quite as an empty place. At least if you are one of those Maiar

[Kuruharan]

Other than that, well, he probably went uncloaked.

You'll notice how I managed to avoid that mortifying phrase.