Fallen angels, as in devils? Of course that is what they are. We could even envision Gothmog as being Beelzebub, or something along those lines (general of the dark lords force of devilish demons, right?). Well devils are often depicted as hooved, with tails, horns and wings. I guess they took this approach in the movie. But it's true, they could do whatever the hell they wanted. Maybe they were all different. Getting back to the initial point of the topic, they certainly 'flew' (figuratively) over Beleriand to get to Melkor's aid. Winged speed (as my English teacher so stubbornly points out) is used in Shakespeare, and in tales where not a single character has wings. Oh, and my view on a balrog wasting a dragon, not simple in the least. Like mentioned, dragon's fire (or poisonous fume) wouldn't phase a being that is made from the fires of hell, and though a man could never dream of penetrating a dragons scales with a blade, a Balrog was probably strong enough to bring it's sword down on their neck, shatter scales, and bite very deep into it. If dragons were the strongest, why weren't they in charge of Morgoth's armies?
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"I come from yonder...Have you seen Baggins? Baggins has left, he is coming. He is not far away. I wish to find him. If he passes will you tell me? I will come back with gold." - Khamul the Easterling
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