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In the Silmarillion it is said that many balrogs were buried in the deeps, when the world was changed after Morgoth was defeated. One of these balrogs was unearthed by the dwarves and became Durin's Bane. Gandalf then defeated it.
And AFAIK it was never said what Bombadil was or how he got to Middle Earth. All that is said about him is that he is older than the ring and thus it has no effect on him.
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