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Actually, I remember reading somewhere that the Noldorin Elf Glorfindel, that helped Frodo get to Imladris by lending him Asfaloth was the same Glorfindel that sacrifced himself to kill the balrog leading the enemies that pursued Tuor, Idril and the refugees of the fallen Gondolin.
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It implies in the silmarillion that they are two different Glorfindel's but it would be cool if there the same.
I read a long and detailed essay on this subject on another site some months ago. A lot of research had been done into the subject by the postAuthorID of the essay, but even his answer was unconclusive. Evidence did seem to suggest, however, that Tolkien had written the Fall of Gondolin very early in his career, and had included Glorfindel in this story. He had also included this first Glorfindel and a couple of other elven lords in another unpublished story, in which they had failed in some quest or something (I think it might have been something to do with guarding Aredhel), after which Glorfindel was seeking some sort of penance.
It then suggested through his evidence that Tolkien had introduced another Glorfindel in Rivendell, and at first Tolkien had intended the two Glorfindels being the same elf. Apparently, however, as his writing increased and his stories evolved, he ran into difficulties explaining how the two elves could be one and the same. The main arguement had been, if Glorfindel had died in Middle Earth during the First Age, how had he managed to return back to Middle Earth for the Third Age, when Aman was effectively closed to passage for the Noldor.
Anyway, having come across difficulties of his own making, Tolkien had then gone to pains to make the two Glorfindels different elves. Not painful enough maybe, in my opinion, but like the fate of Elrond's sons, and the mystery of what is Tom Bombadil, he has left us with another mystery to muse over.