Nameless things

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This article describes a concept which is mentioned in J.R.R. Tolkien's works, but was never given a definite name.
"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."
Gandalf, The White Rider

Nameless Things were creatures that are said to have dwelled in the depths of Arda (though they are only known to have lived under the Misty Mountains). They tunnelled deeper than any Dwarf would ever go.

They were described by Gandalf as very ancient, but their actual origin is unknown. Their nature or appearance are a mystery, but since they are as old as the world, they must have been a part of the Ainulindalë, or (since Sauron knew them not), a by-product of it.

The Balrog Durin's Bane while living in the abyss of Moria, learned their tunnels. After Gandalf fell with him in the abyss, Durin's Bane seemed to know his way up and found the Endless Stair. He was Gandalf's only hope and he followed him.

It is also possible the Watcher in the Water was one of these Nameless Things.

Sources