There are no movie Maiar.
Unless you're talking about Gandalf, Saruman, Radagast, the Balrog and Sauron...but it's worth noting that Gandalf, Saruman and Radagast are Istari, and thus extremely limited in their capabilities (and shouldn't be counted as Maiar, really). The Balrog is confined to a physical form and still has some exceptional feats in the movie, and Sauron is almost featless but would probably still wreck Movie Vader unless it's Movie Vader against 'I'm just an eye' Sauron, in which case yeah, I figure Vader could take THAT one.
As Pen notes, it's a combination of being First Age Eldar who are completely ridiculous physically, as well as having what everyone would call 'magic', as well as having effectively magical gear which, in some cases, was made in the Valinor, as well as having been trained by the Valar and the Maiar, etc. And having some measure of spiritual potency beyond that of mortals, to boot (they are immortals themselves).But my question is, how was it Glorfindel manage to kill a Balrog? How did Finrod fight evenly with one? Are you saying they are just as powerful as a Maiar? And in what way? Physical? Magical? Or is it just skill?
And even with all of that, barely managing to pull off suicidal wins against Balrogs. Basically, these are dramatic moments for the characters where they dig deeply and manage to do crazy-but-not-out-of-the-question stuff, similarly to a runner managing to break his all-time record or somesuch.
I mean, let's look at how these wins went down for the people who actually MANAGED it.
1. Ecthelion - we don't have an in-canon explanation for the fight, except that both Gothmog and Ecthelion - who was pretty much #2 badass in an entire city full of badasses - died during the fight. Gothmog had no intention of dying, but this was 'last stand' moment for Ecthelion, who probably went into the fight looking to get a tie if it got Gothmog out of there. This is held up by the non-canon, original version of the story, wherein Ecthelion basically gets his ass handed to him but hangs in long enough to bullrush Gothmog off a wall and take them both for a long fall into a pool of holy water (effectively), and 'drown' Gothmog. It's BS, because the water shouldn't have killed Gothmog (Balrogs were written weaker back then), but Tolkien clearly has the idea in his head that Ecthelion - full of rage and desperation - is in this not to 'win a duel' but willing to die in order to make sure Gothmog goes with him. And does, despite being overmatched (the whole business of kamikaze attacks to take out something much more strong);
2. Glorfindel - same deal as Ecthelion. Glorfindel was trying to protect refugees from a Balrog, and heroically engages it. He probably knows he's going to die, similarly to Ecthelion (and while a Balrog isn't the same a Gothmog, Glorfindel probably isn't on the same level of ass-kicking as Ecthelion). He takes the Balrog down in a bitter battle that ends with them both falling into the abyss (the Balrogs seem to have an issue with falling).
In both cases, it's a couple of notable First Age Noldor going kamikaze in a situation of pure desperation - a dramatic moment in the story, really. It's also fact that before this, ZERO Balrogs had ever been killed by Eldar, and this was a pretty huge thing.
Fingon fighting evenly with Gothmog? Fingon, son of Fingolfin, raised and trained in Valinor, High King of the Noldor, probably kitted out as best he could be, and in the fight of his life, manages to hold even with Gothmog...for a while. We don't know how that would have gone down in the end, because unlike Fëanor, Fingon instantly loses the moment another Balrog enters the fray.
Granted, one on one I'd give the fight to Fëanor or Fingolfin against Balrogs, and Fingon fought Gothmog to a standstill so maybe him as well against an 'average' Balrog. But after that trio? Odds are not good. MAYBE Maedhros, or people like that - third generation noble Noldor with a rep for being rear-booters, like Fingon (really, out of the Sons of Fëanor, Maedhros was the only one with said rep, though Maglor - my favourite - also lived through all of the crap of the First Age on the front lines).
Toss Galadriel on top of that, what with her being supposedly easily as physically capable as a male Noldor in Valinor, and having all kinds of greater knowledge of the mystical side of things to boot (and feats like 'busts up Sauron's summer home, personally'). Edit: Maybe Turgon as well, who was also a son of Fingolfin and well-known for being a head-kicker.
It's a short list, people who I would say are likely capable of taking on a standard Balrog and coming out ahead (ie, not having to kill themselves in order to barely manage a tie).
I freaking love Finrod (Captain Noldamarica, as Pendaran puts it, and why not?). Dude is awesome on so many levels. Though I agree with Pen that for me, Húrin's battle at the Fens of Serech is really up there. I guess I'd run those three instances as a tie-game: Fingolfin, Húrin, and Finrod's lonely, desperate battle in the dungeons of Tol-in-Gaurhoth.
...dammit, now I have to add Glorfindel going all Michael Strogoff on a Balrog in the Pass of Eagles. I cannot decide, I must have them all!!!
In any case, the takeaway from this is that all of these things? Glorfindel, Ecthelion, Húrin, Fingolfin, Fëanor...in every case, this was a Last Stand™ moment, where the character basically goes suicidally berserk and doesn't expect to make it through the fight (one might argue that Fëanor expected to make it through, but let's face it, Fëanor essentially spent his life either brooding unhealthily or suicidally berserk...dude was unhinged).
Tolkien was big on the idea that this kind of thing brought out the 'best' in people, with regards to their capabilities in a fight.