The official name for the Wizards is Maiar, they are angel like being sent to Middle-Earth to help the folk. They might look like humans but they are more than that. Lord Sauron and the Balrog creature that you seen in the fight with Gandalf are corrupted Maiar, The main Maiar are Gandalf, Lord Sauron, Radagast, Saruman, Alatar and Pallando. The last two do not feature in the films, their fate is unknown as they journed to the East and were never heard of again.
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