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In The Two Towers movie adaptation, when Gandalf the White reunites with members of the Fellowship, he explains that he fell "through fire and water, from the lowest dungeon to the highest peak".

It's not hard to imagine how he got to the "lowest dungeon" after tumbling through the depths of Khazad-dûm, but it's harder to imagine how he got to the "highest peak" of Zirak-zigil, and Gandalf's description almost makes it sound as if they magically flew from point to point before eventually reaching the mountaintop.

How exactly did Gandalf manage to chase the Balrog to the mountaintop of Zirak-zigil?

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Initially, the Balrog held onto Gandalf to keep the latter from escaping. However, as the wizard got the upper hand, the monster fled, up a single long stair. Then Gandalf managed to keep them together, either by holding onto the Balrog's heel or (if he was speaking metaphorically) by following closely after it, as it climbed and climbed:

From The Two Towers, book III chapter 5 ("The White Rider"):

'We fought far under the living earth, where time is not counted. Ever he clutched me, and ever I hewed him, till at last he fled into dark tunnels. They were not made by Durin's folk, Gimli son of Glóin. Far, far below the deepest delving of the Dwarves, the world is gnawed by nameless things. Even Sauron knows them not. They are older than he. Now I have walked there, but I will bring no report to darken the light of day. In that despair my enemy was my only hope, and I pursued him, clutching at his heel. Thus he brought me back at last to the secret ways of Khazad-dûm: too well he knew them all. Ever up now we went, until we came to the Endless Stair.'

'Long has that been lost,' said Gimli. 'Many have said that it was never made save in legend, but others say that it was destroyed.'

'It was made, and it had not been destroyed,' said Gandalf. 'From the lowest dungeon to the highest peak it climbed, ascending in unbroken spiral in many thousand steps, until it issued at last in Durin's Tower carved in the living rock of Zirak-zigil, the pinnacle of the Silvertine.

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    "clutching at his heel" is more likely to be metaphorical - Gandalf simply followed the Balrog closely, rather than literally holding on the whole way.
    – HorusKol
    Commented Jun 30, 2019 at 4:52
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    I have always wondered how the balrog got from the tunnels of the nameless things to the tunnels of the Dwarves. If even a great maia like Sauron never heard of them, the Dwarves certainly never made a connection to the tunnels of the nameless things before being driven out of Moria. So maybe the nameless things made a connecting to the the tunnels of the Dwarves after the balrog drove the Dwarves out of Moria. And that would imply that the nameless things are tunneling closer and closer to the surface and might burst out perhaps 6,000 years after the era of LOTR.
    – M. A. Golding
    Commented Jun 30, 2019 at 17:10
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    @M.A.Golding Or it could be the Dwarves connected to the nameless tunnels when they delved too deep and awoke the Balrog. For that matter, the Dwarves have apparently forgotten some of their own tunnels, if Gimli's remarks on the Endless Stair are any indication.
    – Nolimon
    Commented Jun 30, 2019 at 18:49
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    @M.A.Golding This part is simply not reliable canon; Tolkien is contradicting himself. Since Sauron is a Maia and older than the world itself, there aren't beings older than him (save for Eru). At the end of the first age, the surviving balrogs, who are also Maiar, were prisoned deep underneath the earth. So the balrog has not been in those tunnels since the beginning of time, but since it was banished there 2 ages ago.
    – Amarth
    Commented Jul 3, 2019 at 15:24
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    The nameless things gnawing is a pretty clear rip-off from Norse mythology where the dragon Níðhöggr lives deep underneath the earth, gnawing at the roots of Yggdrasil, the world tree. Tolkien also often speaks of "roots of the mountain" and similar.
    – Amarth
    Commented Jul 3, 2019 at 15:25

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