We just don't know enough about the Balrogs from the Professor's writings to know what kind of language or communication abilities they have. In The Silmarillion, references to the Balrogs are pretty much limited to descriptions of their roles in battle and serving Morgoth. There certainly aren't any passages that provide opportunities for them to communicate with anyone.
The only real opportunity to have a Balrog communicate is in the Bridge of Khazad-dum chapter in LOTR. Careful reading of that chapter gives us a few vague clues that are certainly open to multiple interpretations.
First, recall that Gandalf tried to shut the door to the Chamber of Mazarbul with a spell only to have a counter-spell thrown at him by something he had never encountered before. We later learn that this something is the Balrog. After this encounter through the door, Gandalf tells the Fellowship, "I have met my match, and have nearly been destroyed." Whatever the counter-spell was, Gandalf perceived it and understood it as such, so the Balrog must have had some ability to cast a spell that could be communicated to Gandalf.
Later, in the scene at the Bridge of Khazad-dum, after Gandalf utters his first challenge, "You cannot pass . . . . I am a servant of the Secret Fire, wielder of the flame of Anor . . . The dark fire will not avail you, flame of Udun . . . You cannot pass!" Professor Tolkien writes that "The Balrog made no answer." This seems to imply that the Balrog was capable of responding but chose not to, although I suppose the response could be an action or some form of psychic communication rather than speech. Also, after Gandalf breaks the bridge with his staff, the Balrog falls into the abyss with "a terrible cry," so we do know that it is at least capable of making sound.
In most fantasy literature, spell-casting creatures are usually capable of some form of speech or communication. Clearly, the Balrogs are intelligent powerful creatures capable of understanding and executing Morgoth's orders. I don't think it takes much of a leap to postulate that they have their own form of speech.
Last edited by Lindariel
on Thu May 11, 2006 3:24 pm, edited 1 time in total.
“Therefore I say: Eä! Let these things Be! And I will send forth into the Void the Flame Imperishable, and it shall be at the heart of the World, and the World shall Be.”