Besides the obvious one in Moria, are there any others unaccounted for maybe hiding in the Blue Mountains? Iron Hills? Wastelands of Angmar? Or did the rest of them diminish out of existence?
Answer
It's not entirely clear.
In fact, as you can see in the answers to this question, it's not even clear how many Balrogs there were originally! However, there are two pieces of evidence which are (I believe) the best we have to answer your question.
Firstly, from The Silmarillion (emphasis mine):
The Balrogs were destroyed, save some few that fled and hid themselves in caverns inaccessible at the roots of the earth...
This makes it sound as though more than one survived after the War of Wrath, although perhaps the others never again emerged to encounter other sentient beings as the one in Moria did.
Secondly, from Tolkien's letters (Letter #144):
The Balrog is a survivor from the Silmarillion and the legends of the First Age. So is Shelob. The Balrogs, of whom the whips were the chief weapons, were primeval spirits of destroying fire, chief servants of the primeval Dark Power of the First Age. They were supposed to have been all destroyed in the overthrow of Thangorodrim, his fortress in the North. But it is here found (there is usually a hang-over especially of evil from one age to another) that one had escaped and taken refuge under the mountains of Hithaeglin (the Misty Mountains). It is observable that only the Elf knows what the thing is - and doubtless Gandalf.
This wording could be taken to suggest that only one escaped after the overthrow of Thangorodrim, but it could also be taken to mean than one escaped and took refuge under the Misty Mountains, although others might have escaped and gone elsewhere.
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