Balrog Spirits

[Gothmog]

He probably came to that conclusion in much the same way as did I. Seeing the wind out of the West as the Valar's rejection of Curunír and their refusing to allow him back to Valinor.

 

[Lantarion]

Ah, well that's how I've sen it before as well; but the lines goes, [...]with a sigh dissolved into nothing. If it 'dissolves into nothing', I assume that it no longer exists in the material world; and I don't think the Valar would go as far as to destroy Saruman's spirit.
But I've always been very fond of this part of the book, because it can be seen as a direct reference to the Valar and the 'good ole days'.

 

[Belegmacar]

And now he stood alone, for the few that followed him had fled. But in that moment Glaurung issued from the gaping doors, and lay behind, between Túrin and the bridge. Then suddenly he spoke, by the evil spirit that was in him, saying: 'Hail, son of Húrin. Well met!'

Glaurung had to have been a Maia himself or his body was possessed with one...