In The Fellowship of the Ring - The Shadow of the Past, Gandalf is discussing methods of destroying the ring, wherein he mentions this:
It has been said that dragon-fire could melt and consume Rings of Power, but there is not now any dragon left on earth in which the old fire is hot enough; nor was there ever any dragon, not even Ancalagon the Black, who could have harmed the One Ring, the Ruling Ring, for that was made by Sauron himself.
When was Ancalagon the Black slain? I suppose it was probably at the end of the First or Second Age, but I do not recall ever reading about it.