we clearly see that Eldar and Miara can kill each other. And we know that the Valar fight each other. Also was Morgoth killed? it says he was totally defeated but not that he was killed. If so is there a way for him to return?
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Morgoth wasn't killed. He was thrust through the Door of Night into the Void. One story that didn't make it into The Silmarillion is that Morgoth will escape, and the Final Battle will take place. Manwe and Morgoth will face each other, but neither one will slay the other. Morgoth will be slain, but by the hand of Turin Turambar.
Turin is one of my favorite characters in the Silmarillion.
Can Ainur or Maiar actually die? Isn't Sauron technically still "alive" even though he is utterly defeated?
In some appendix somewhere, Tolkien says that since Sauron's power was destroyed with the Ring, he was reduced to a pathetic angry ghost that can only live in the middle of nowhere and hate itself. Then again, I think you could actually "kill" such a being, just not like this.
I think that the Valar could die by the hands of another Valar, but they won't because they're siblings.
Congradulations Rider of Rohan! :)
Congrats on being promoted to Rider of Rohan. Now we are growing.
Forth Eorlingas!
DEATH! DEATH! Forth Eorlingas!
It's hard to say really "kill" as Valar can not die in the same sense as men, they can lose their bodies and powers, but will still have a spirit/soul. So technically I'd say the answer is mainly no :)