Do Balrogs Have Wings?

I don't know if anyone has brought this up before, but Arien, the Maya chosen to guide the vessel of the sun, is a spirit akin to the balrogs. to quote the sil: she was "from the beginning a spirit of fire, whom Melkor had not deceived nor drawn to his service." i've always wondered how she traversed the heavens. perhaps wings? then couldn't balrogs also have wings?

personally, i've always been an anti-winger, based on the fact that Balrogs are Maiar and therefore can change their shape. So i always thought they had or didn't have wings depending on their choice of shape.


For what it's worth....