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The balrog in Moria was chasing the fellowship. If it could move at 400 mph (by any means) then it would have caught them immediately. We know that some balrogs are weaker than others since it is said that Gothmog was the mightiest. My conclusion is that if the balrogs literally flew by mundane means to Melkor's aid, then the balrog in Moria was particularly weak (and cowardly) and did not participate in rescuing Melkor. I presume that's also why it hid deep underground for so long rather than fighting and being banished along with the other balrogs.
With that said, I think Melkor summoned the balrogs to himself by magical means (but they can't teleport on their own). None of them could go 400 mph. That's just silly. They're not Sonic the Hedgehog. I also think that balrogs can't fly. The word "wings" is a metaphor for the way flames spread from them.
(I don't claim that the text rules out the possibility of wings and flight. The balrog might have fallen with Gandalf because they fought a metaphysical battle, dragged down by the "weight of its sin".)
Edit: I think we actually agree. I'm just elaborating.
Edit 2: I found a picture that shows what I think a balrog's "wings" look like.
In the Second Prophecy of Mandos (present in most versions of Tolkien's Quenta Silmarillion, but omitted from the final Silmarillion due to a perceived incompatibility by Christopher Tolkien), it's mentioned that Melkor will emerge from the door of night after the world and it's powers grow old and weary (the powers being the Ainur, which includes the Balrogs). This indicates that even the gods will grow old and fade as the elves do, which could imply that Durin's Bane is actually just faded and weakened from age and inactivity, since the balrog was sleeping under the mountain for ~5400 years (assuming it participated in the final battle of the war of wrath and hid itself under Khazad-dûm immediately after Melkor's expulsion). Also, there were no more than 3 or 7 balrogs ever according to later writings by Tolkien, which indicates that no balrog was weak or cowardly.
In regards to Melkor's wailing and summoning of the balrogs: Ungoliant ensnared Melkor in Lammoth, which is described as being near the ruins of Angband where the balrogs awaited Melkor's return. It is said that the balrogs rushed swiftly to Melkor's aid, but there is no indication that the wailing was short. In fact, Lammoth is also known as the land of "the Great Echo" where the wailing of Melkor could still be heard ever after, which to me indicates that the wails were prolonged and intense rather than a swift "yelp" followed by a rescue. With this interpretation, it makes sense to me that the balrogs marched quickly, but still took time to rescue Melkor, which would eliminate the possibility of teleportation or sonic the hedgehog running.
Another interesting writing to note is the involvement of balrogs riding flying fire drakes in the Fall of Gondolin. Now, the Fall of Gondolin is definitely an unfinished tale, and was "neglected" more than the other two great tales/lays of Tolkien's later focus, but there are still consistencies between versions that indicate a certainty of specific elements in Tolkien's mind. In each version, there is mention of balrogs riding to battle atop flying fire drakes to assail the city while orcs and trolls attempt to break the walls. This would indicate to me that balrogs could not fly unaided, which would make any wings they have vestigial (unlikely since they are divine), or more a "cloak" of fire.
I think you know much more about the legendarium than I do, but I want to nitpick one point:
I think I should have phrased what I said differently. No balrog was weak or cowardly in an absolute sense. Durin's Bane attacked and defeated all the dwarves of Khazad Dum at the height of their power. It wasn't initially afraid of Gandalf. However, Ungoliant was another matter. She had consumed the light of the Two Trees and overcome Melkor himself. She might also have been capable of doing something far worse to a Maia than destroying its body and banishing its spirit. I think that though the balrogs were able to drive her away, their victory was not inevitable and I can imagine even a balrog faltering when called to face such a foe.
That's a really interesting point. Ungoliant kind of exists outside the established power structure of the Ainur, considering she came from outside Arda, but was never mentioned as participating in the first music of the Ainur (there's no real established origin for Ungoliant, other than "evil spirit from outside the bounds of Arda"). No matter who you are, being called to fight "unknowable ancient Eldritch spider deity" is a pretty horrifying task, and Melkor was even known to have fear when facing much smaller enemies.
One interesting point is how much emphasis Tolkien puts on Ungoliant's powers being focused around darkness and "unlight". Balrogs, being spirits of fire, seem like a natural enemy to a creature of pure darkness, so that might have boosted their comparative power against Ungoliant despite their low numbers.
Another thing to consider is that Melkor was never known to show understanding or mercy to his servants who failed him. I would have to think that any balrog who failed to come to his aid would have been killed (or worse as you postulate) as soon as Morgoth was freed.
Hah, now I'm imagining an alternate, sillier Arda where the balrogs had the same conversation as the villain's abused lackeys did at the end of Disney's Hercules. (A really underappreciated movie, IMO. Just don't watch it expecting it to be about the Greek myth.)
If memory serves I believe Balrogs are beings of fire, shadow, and darkness. I thought their "wings" were a mix of fire and smoke that they exuded and which Tolkien described as them being cloaked in it.
The balrogs were fire maia that were corrupted by Melkor into beings of fire cloaked in shadow. I interpret that to mean they're primarily beings of fire that "wear" shadow over themselves (which composes their wings)
The Moria Balrog was just a little baby Balrog who couldn't fly yet.
And completely in keeping with every other facet of fantasy if you want to be that way. A Baalrog can go 400mph just as easily as Gandalf could teleport. All it takes is the stroke of a pen.
That's true in a trivial sense: there's no law of nature that enforces verisimilitude in any work of fiction. However, most authors aim for verisimilitude, and the good ones achieve it. I'm not talking about the top speeds of balrogs because I think there's some objective answer, but rather because I think that Tolkein does achieve verisimilitude (at least in some regards) and therefore there is a foundation for discussing the traits of his fictional beings. He easily could have given balrogs rocket skates, but he didn't.
No, in the whole sense. It could very easily be interpreted that He gave Baal-rogs what would in modern days be described as a 'jetpack'. 2 flames jutting out from the rear. Baal-rog is dark-speech for "breaks sound barrier". We are talking about supernatural creatures that by definition transcend expectations and as such verisimilitude doesn't apply.