He never died. He was cast out of the world from the Doors of Night by the Valar. But they did not kill him.
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Depends on which Dark Lord you are talking about. The first Dark Lord, of whom "Sauron of Mordor was only a servant," was Morgoth, formerly Melkor, a fallen Power/god. The second Dark Lord, was as you probably figured out, Sauron, also known as Gorthaur the Cruel. He was the "right-hand man" of Morgoth, and was a lesser spirit of power. See related links for more.
Well, Morgoth was just a name given to Melkor by some elves. Melkor started out as a good guy working for Iluvatar, the Creator. He was one of the Ainur, but he went bad. Very bad. If you've ever read the Bible then Iluvatar is like God, and Melkor is like Satan. After being wounded a ton by awesome elven dudes, he was in pain all the time. I can't remember how he died though... or if he even did.
Older than the earth, because he participated in the song that brought it into existence. Exactly as old as Saruman, Sauron, the Balrog, Aule the smith, Morgoth, and all the other Valar and Maiar that also participated in that song.
A Balrog; a Maiar (demigod) in the form of a great demon of fire, with a fierce whip. The Balrogs were the greatest servants of Morgoth, the first and greatest Dark Lord, but all save one were slain in the First Age. The single Balrog fled into the east, and hid itself beneath the Misty Mountains, beneath what would become Moria, until it was awoken by the delving of the dwarves. It was slain by Gandalf upon the peak of Zirak-Zigil.
Sauron is a Maia (one of the Ainur, just below the Valar). Originally a follower of the Vala Aule the smith, he was corrupted by Morgoth (also known as the Vala Melkor).In the first age he assisted Morgoth in his battles with the elves. When Morgoth was defeated by the Valar (and banished to the void) at the end of the age, Sauron hid for a period of time.In the second age he set up the land of Mordor, appeared in Eregion assisting the elves in the making of Rings of Power, returned to Mordor and made the One Ring at the Cracks of Doom. Later taken prisoner by the men of Numenor, he eventually corrupted their king, who then attempted an assault on the Undying Lands in the Far West. With the sinking of Numenor, the shape of earth was changed so that only elven ship could make it to the Far West. Sauron returned to Mordor as a spirit (it is a bit of a mystery how the One Ring gets back to Middle Earth from Numenor with him in spirit form) and never again was able to appear in "fair form". He soon began another war against elves and men, but was defeated (at great cost) right on the slopes of mount Orodruin, Isildur cut off Sauron's finger with Elendil's (his father) broken sword and took the One Ring (but would not go to the Cracks of Doom nearby to destroy it).In the third age after a relatively long period of peace, Sauron appears "late" in the form of the Necromancer of south Mirkwood, looking for his One Ring in Anduin where Isildur died, not knowing that Smeagol (Gollum) already has it and is hiding in the caves of the Misty Mountains. When the Wizards (in the middle of the Hobbit book) expel the Necromancer, he returns to Mordor and shortly announces himself as Sauron and prepares for the War of the Ring (which is covered in the Lord of the Rings books). When the One Ring is destroyed in the Cracks of Doom, Sauron loses all ability to take form ever again and soon the age ends.Other known Maiar include: Wizards (e.g. Gandalf, Saruman, Radagast), Balrogs, Melian (ancestor of Elrond, Aragorn, etc.).