Balrog is a character in Doukutsu Monogatari (Cave Story). He is a typical "idiotic recurring villain" in that you fight him multiple times, he isn't actually very evil, and he's completely ineffective as a villain either way. He often accompanies Misery as she does The Doctor's bidding.
In the game's best ending, Balrog swoops in after the destruction of the Demon Crown to save Quote and Curly. The three of them decide to live together after the ending.