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Originally Posted by Son of Númenor
It seems logical that if members of the Fellowship, who have just seen a Balrog up close and personal, mistake a flying creature for a Balrog, Balrogs must a) have wings and b) be capable of flight.
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Not necessarily. To the Fellowship (with, perhaps, the exception of Legolas), the Fell Beast that the Nazgul was riding appeared to just be a dark shadow from afar.
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'Elbereth Gilthoniel!' sighed Legolas as he looked up. Even as he did so, a dark shape, like a cloud and yet not a cloud, for it moved far more swiftly, came out of the blackness in the South, and sped towards the Company, blotting out all light as it approached. Soon it appeared as a great winged creature, blacker than the pits in the night.
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The Balrog was described as a creature of fire and shadow. Here, the only indication is that the creature in this excerpt is one of shadow (meaning it's very dark).
If, as you suggest,
Son of Numenor, that Balrogs have wings and are capable of flight, then surely Gothmog and the Balrogs that Gandalf and Glorfindel fought would have flown to safety instead of plunging into deep water in one case, and falling to their ruin in the other two?
There are several arguments avalaible on this contentious issue, which I won't reiterate, but I'm certainly an ardent anti-winger
.