One of my favourite parts of The Silmarillion, at least the one that was most inspiring to me to attempt a sketch.
Glorfindel is an elf who fought a balrog during the fall of Gondolin. Very similar to Gandalf, this balrog fell from a great height (a mountain) while being attacked, and was thus slain.
Someday I will revisit this image and make it better. So I have marked it as a work in progress...