Do Balrogs Have Wings?

[Lord Halsar]

I thought that the balrog portrayed in the movies was of an interesting design. i, like many others, had not seen any art of the creature when first i read the book. however, when i did, it made me think, "A lot of these are so different! If i didn't know any better, i'd say that these were of different creatures! "
It made me wonder what the others might have looked like, or if Durin's Bane looked anything like the artists depiction at all.
But as to the matter at hand, I think that some might have had wings and others might not have. But i believed Durin's Bane to have wings, even though it never used them. When i first learned of this debate i thought, "Well, an odd discussion. But still, just because they never flew, doesn't have to mean that they didn't have wings. It's like presuming that even though no mortal had ever really beheld Eru Iluvatar, doesn't mean that he didn't exist. "