The Balrog and Wings.
Ok, I know that every possible quote has been offered and no doubt 'done to death' in this thread. I have debated in more than one of these

.
I give now only my views on the matter. When I first read the LotR and stood with the Fellowship at the chasm of Khazad-dûm, the impression that I got of the Balrog was of a large, Man-shaped, demonic being without wings. Nothing in the writing showed me a creature with 'Wings'.
When I first saw a debate on wings for a Balrog I could not understand why anybody thought the Balrog had any. So I did some thinking, perhaps I was wrong and re-read the books (again). I still see a very large creature (perhaps as much as 14ft tall) surrounded by a 'cloak-like' shadow that it could extend at will, similar to the darkness that surrounded Ungoliant though not as thick. Further reading and thought found no definite case of a Balrog travelling in the manner of birds in flight. They seemed at all times to be 'Ground Troops'.
So I asked myself "Why would any creature that could choose its own form saddle itself with ungainly great appendages that have no real purpose?"
This is what I came up with.
The Only creditable reasons given for wings are
a) To increase its apparent size to intimidate.
b) To Fly or Glide.
a) This is a pointless reason as the Balrog is intimidating enough due to the fear that goes before it and the fact that to increase its apparent size to look more terrible it has the Shadow which it can spread.
b) There is at no point in the writings any evidence that the Balrog could fly or even Glide. Indeed the best time for either of these actions would have been during the battle above Gondolin where there was no restriction due to space and every reason to use wings due to the height at which this battle took place. Yet even before the fight between Glorfindel and the Balrog took place we find this :-
Quote:
Already the half had passed the perilous way and the falls of Thorn Sir, when that Balrog that was with the rearward foe leapt with great might on certain lofty rocks that stood into the path on the left side upon the lip of the chasm, and thence with a leap of fury he was past Glorfindel's men and among the women and the sick in front, lashing with his whip of flame.
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The Book of Lost Tales: The Fall of Gondolin.
Rather than flying or gliding to get past Glorfindel's men it did so by "Leaping" A creature capable of gliding would no doubt have "Leaped Up" from where it was but then would have glided from there to the front of the line.
In the absence of any definite evidence in favour of flight, to me Occam's razor amputates the wings.