Story.
Balrog is a former heavyweight boxing champion, disgraced and banned from boxing because of his violent nature in the ring. He participates in the first Street Fighter tournament to gain enough money to make a living, but lost (Street Fighter 1.)
But after a while he was employed by Shadowlaw as one of Bison's personal guards, alongside Sagat and Vega. He is generally Bison's right-hand man in Las Vegas (see his stage in Street Fighter 2) doing odd jobs and errands to gain his pay. When sent out to terminate Birdie, a fellow Shadowlaw henchman, he heard of a device called the 'Psycho Drive.' He teams up with Birdie to look for the Psycho Drive under the impression it was a money-making scheme. The two got to the base right when it was destroyed by Charlie. Balrog remarks that he wasn't able to find the money making plans behind the Psycho Drive, but Birdie then reveals that the Psycho Drive was inside the base. To make things worst, he wasn't even paid for his latest mission! (Street Fighter Alpha 3.)
He continued to work for Shadowlaw when Bison was revived, but when Bison was killed by Gouki and Shadowlaw fell, Balrog lost all his income. Now it's rather wise to say that he's back on the streets searching for other ways to make money.

Moves.
Dash Straight- Hold Back, then press Forward+Any Punch Button.
Dash Uppercut- Hold Back, then press Forward+Any Kick Button.
Dash Ground Straight- Hold Back, then press Down/Forward+Any Punch Button.
Dash Ground Uppercut- Hold Back, then press Down/Forward+Any Kick Button.
Turn Punch- Hold All 3 Punches or All 3 Kicks, then release.
Buffalo Head- Hold Down, then press Up+Any Punch Button.

Super Combos.
Crazy Buffalo- Hold Back, then press Forward, Back, Forward+Any Punch Button.
Gigaton Blow- Hold Back, then press Forward, Back, Forward+Any Kick Button (level 3 super move).