The Balrog appears in the earliest printings of the "Three Little Books" version of Dungeons & Dragons, published in 1974; the information was later removed at the insistence of J.R.R. Tolkien's estate. TSR removed the monster from later printings of that original game, but modified the stats in Advanced Dungeons & Dragons under the name Type VI Demon (or something).
Anyway, I found the original Balrog stats online, and feel like posting them:
NUMBER APPEARING: 1-6
ARMOR CLASS: 2
MOVE IN INCHES: 6/15 (ground/flying speed)
HIT DICE: 10
% IN LAIR: 25%
TYPE OF TREASURE: Type F
BALROGS: Balrogs are highly-intelligent monsters with a magical nature. There is a high probability that spells will not work against them. To determine success of spells use a base of 75% resistance at the 11th level and adjust upwards or downwards in 5% increments, i. e. a 12th level Magic-User would have a 70% chance of resistance. Balrogs cannot be subdued, but they can be enlisted in the service of a strong chaotic character. There is, of course, always the possibility that the Balrog will attempt to assume command himself, for Chaotic creatures will generally obey a Balrog before a human (except for an Evil High Priest who is slightly more influential). Balrogs have those characteristics indicated in CHAINMAIL, but when fighting fantastic opponents they attack in two ways each turn: The normal attack is with a magical sword of +1 value, and if the Balrog immolates (any score of 7 or better on two six-sided dice, check each turn of melee) it also attacks with its whip. If the whip hits the Balrog drags the opponent against its flaming body, doing two, three or four dice of damage (depending on size)! In this manner a Balrog can fight one or two opponents at the same time.
Here is what Chainmail says about balrogs:
A Balrog is a truly terrible opponent.
Balrogs cannot be killed by normal missile fire or in normal combat.
It inflicts casualties in combat as if it were two Heavy Horse.
In addition, the Balrog can immolate any normal figure it touches during its move or melee.
They operate equally well in darkness or in light. They can fly 15" per turn, and remain airborne for three turns.
Morale Rating: 50
Point Value: 75