Ainur

The Ainur (singular Ainu) were divine spirits, the "Holy Ones". They were the first beings created by Ilúvatar, the "order" of the Valar and Maiar, made before Eä.

Characteristics

The Ainur are immortal, angelic beings. Nonetheless they do possess gender. Those who later descended to Arda took on common male and female forms to appear to the Elves in, and have an inherent male or female gender even when formless. This is because their gender is based on their being, which is independent of any physical form they may assume. But unlike the Children of Ilúvatar, they do not actually need hröar. Nevertheless, they can take tangible physical form called fana, but this is a manifestation of their spirit and they do not technically have bodies the way Elves and Men do. As such, an Ainu cannot quite be killed. However, Ainur's spirits can be weakened, in ways that hinder their ability to take shapes, influence the world, or even affect the world at all.

For example, Sauron's spirit was repeatedly weakened by successive damage when he was defeated by Huan in the form of a Werewolf; in the Downfall of Númenor which destroyed his ability to take fair form; his defeat in the War of the Last Alliance when he lost the ability to take a physical form, and had to regain his power in the East for about 1000 years; and finally with the destruction of the One Ring which broke his ability to affect the world at all, reducing his spirit to a state that could no longer do harm. None of these things killed Sauron outright. A similar fate faced Saruman when he was murdered by Gríma – because of his evil deeds, his spirit was allowed to fade as Sauron's spirit faded.

But when Gandalf the Grey was killed by Durin's Bane, not only was he brought back, but his spirit was significantly restrengthened into an even more powerful form, Gandalf the White.

Melkor though was the most powerful of the Ainur (greater than the rest of the Valar combined), and his spirit, instead of fading away, was exiled from Arda altogether through the Door of Night into the Void. It's prophesied that Melkor would return at the Dagor Dagorath in Arda's last days for one final confrontation against the Valar and the Children of Ilúvatar. In this confrontation, it is stated that he is "destroyed".

Line of Melian

One of the Maiar named Melian, alone of all the Ainur, wedded an Elf, King Elu Thingol of Doriath. From her, a strain of the Ainur entered the bloodlines of the Elves and Men, passed down through generations. Elrond and Elros were Melian's descendants as well as the Kings of Númenor and their heirs.