As Gandalf glared at the Balrog, he began to hear small voices, which were slowly convincing him of what the men of the west, dunedain aside had been certain for centuries. He was slightly mad.
"Crivens, thats no a wee beastie! It's e'en bigger than those things with faces like them octopussies doon below. The bigjobs must be cackin' their keeks!" said one voice, describing the Balrog. The mightiest of the remaining servants of Morgoth save Sauron was indeed, not very small, Gandalf agreed in the confines of his own head.
"Aye, but the hag o' hags said we had to fight yon not-very-wee-beastie for the sake o' 'tem-poor-all con-tin-youity.' And it disnae do to upset the hag o' hags." A second voice added firmly and with a slightly placatory tone. This was borne out by the second voices next statement, over an outbreak of wailing and imprecations of 'the tappin' the feets' variety. "If yez lot help beat yon not-very-wee-beastie, we can skedaddle doon tha' wee pub with the great beer in that place with the small bigjobs and big bigjobs that makes ye pished in nae time a' all."
Gandalf heard a sullen chorus of affirmatives, and as he blocked the Balrog's blade, a horde of small blue things came screaming "CRRIVEEEEENNSSSSSSSS!" out of the dark and attacked the Balrog, not in the least perturbed by the fact it was on fire. One was even trying to head butt the Balrog, with remarkable success. He watched amazed for a moment, stealing a glance back at the Fellowship who were to a humanoid, staring incredulously. He turned back, and seeing an opening, lunged, taking the Balrog right in the heart with Glamdring. The creature roared, then fell, its corpse burning, all the little blue creatures hopping off just in time, then watching critically, as if awarding marks.
"Thank you, whoever you are." Gandalf said, thinking it sensible and good manners to thank a group of creatures that had brought down a Balrog with only a little scorching. One of the creatures stepped forward, evidently the leader and said, "Aye, it was nae problem, but we was under a geas ye ken. We are the Nac Mac Feegle's. Nae Quin, Nae Laird, Nae Master. One Baron by mut-ually agrrrrrrrreeeeeed arrrr-angement ye ken!" this last sentence was shouted like a war cry.
Then there was a sudden absence of a presence that he only noticed now it was gone as the strange blue creatures, while trying to work out how a group of creatures that had no problem fighting a Balrog would be at all inconvenienced by a goose, even a large one. The last thing he heard was the first voice saying "Crivens, can we go to the pub noo? I dinnae like fightin' beasties with burnin' een and body, the flames get right up ye spog."
Gandalf thought it best not to wonder what a 'spog' was, nor to question the occasionally very strange blessings of the Valar.