OOC:
A: The Silmarillion was written before LotR (but not published).
B: The appendices of LotR make references to Melkor and the Balrogs.
C: In LotR, Gandalf describes them as demons of old. Demons with an S implies plurality. He also says "a Balrog," in the movie, not "the Balrog," which would imply multiple Balrogs.
D: Balrogs are mentioned MANY times in the Silmarillion, particularly in the beginning of the story, and the destruction of Gondolin, of which they were a primary part of the siege.
...Which proves exactly what I said. It's the only one talked about in the Lord of the Rings. The others are talked about in the Silmarillion.

As for A it wasn't published before LOTR because it wasn't finished. He was constantly adding to it and revising it up unill when he died. It was his son who finally finished it and then later published it.