Balrogs were the Valaraukar (Quenya; vala "power" + rauko "monster"), spirits of the Maiar that were seduced and corrupted by Chernabog to his service. There were never more than seven, according to Tolkien's son, but in earlier versions of Tolkien's writings there are references to entire armies of Balrogs, at least before the destruction of Utumno. Gothmog was their captain during the First Age.
In the Kingdom Hearts Unlimited Saga, the Balrogs are major antagonists in the series, playing the roles of the Darkside Heartless faced by Taran, Mickey Mouse, and their friends on their journey to save the worlds from the darkness. The Durin's Bane Balrog, in particular, is the one who invaded Taran's mind during his Awakening, and later materialized for real to lead the attack on Prydain during Ellidyr's unsealing of the world's keyhole.
The Keyblade Wars
(Their origins as Chernabog/Morgoth and Sauron's elite warriors, before being sealed away in Tartarus by the power of the Christ-Blade)
Birth of A New Era
(Durin's Bane, Lungorthin, and Tar-Goroth's attack on Ahsoka Tano during her imprisonment in the Dark Realm to keep the sleeping Padme safe from harm)
A Fragmentary Passage
(The above three Balrogs return with an army of lesser Balrogs known as Darksides to hinder Ahsoka on her 10-year journey to start up her cell of the Rebellion and escape Tartarus)
(Durin's Bane as the Destiny Islands/Awakening Darkside)
The Chain of Memories
(An illusion of Durin's Bane created by Ursula to trick Taran into "rescuing" "Guinevere"/Vanessa from the dragon's keep for NOS-4-A2's final trap)
A Year of Misery
(Thaurlach's attack upon the abandoned Castle Sauvage/Caer Ector during Wart's slow draining upon his powers)
A Balrog generally took the form of a tall, menacing being roughly in the shape of a Man, having control of both fire and shadow and wielding a fiery whip with several thongs (Gothmog, the Lord of Balrogs in the First Age, used an axe as well). They induced great terror in friends and foes alike. Many who faced Balrogs referred to them as "creatures of fire and shadow" or simply "shadow and flame."
In his published works, Tolkien depicts the Balrog as being barely a shape wreathed in shadow and flame - possibly man-shape, yet greater. Balrogs seemed to encapsulate and project power and terror.
Additionally, they may have been able to alter their body structures on occasions as being seen in the battle between Durin's Bane and Gandalf, when the Balrog fell into a water he could shift himself into something gelatinous. However, it is also possible that this alternate form was simply Gandalf using colorful language to describe what the Balrog was like after having it's flame extinguished and being covered in water.
In the film adaptations, the head somewhat resembles a skull with ram's horns, while being itself wrapped in its flames.
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