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I've read past Balrog wing discussions with aloof amusement and never really taken a stand on the issue. It's always seemed to be the Middle-earth equivalent to the theological debate on how many angels could dance on a pinhead. (Yes, that was a matter of serious discussion; I remember hearing about that in church history, though I no longer remember the details.) However, considering the textual sources and the fact that not all appendices given to creatures in nature are functional, I will go out on a "limb" (pun intentional) and say that I too am of the opinion that Balrogs did have wings, though they were not able to fly.
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'Mercy!' cried Gandalf. 'If the giving of information is to be the cure of your inquisitiveness, I shall spend all the rest of my days in answering you. What more do you want to know?' 'The whole history of Middle-earth.. .'
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