http://www.glyphweb.com/arda/default.htm

Very good site. It is written for the books. However, it address some movie things as well.

There are two articles on there concering balrogs, could they change shape and did they have wings?
The wings answer was probably not. The shape changing was also probably not.

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Founder of the Massassi Brute Squad (MBS)
Ab Hoc Possum Videre Domum Tuum
(I can see your house from up here)
"But he's not going to carry you three" said Death.
"Why not?"
"It's a matter of the look of the thing"
"It's going to look pretty good, then, isn't it" said War testily, "the One Horseman and Three Pedestrians of the Apocralypse"

"I am the signature virus! Copy me into your signature so that I can take over the world! Moohahahee!"