I ran across an interesting passage in Thomas Oden's systematic theology:
The speculation that Christ might have died also for fallen angels in addition to humanity (or that Christ might have assumed the form of an angel to redeem lost angels) was rejected at the Second Council of Constantinople, A.D. 553. (389)
I was curious about the reasoning of the Fifth Ecumencial Council and so tracked down the relevant text. In the "Anathemas Against Origen", the Council concludes:
IF anyone shah say that Christ, of whom it is said that he appeared in the form of God, and that he was united before all time with God the Word, and humbled himself in these last days even to humanity, had (according to their expression) pity upon the divers falls which had appeared in the spirits united in the same unity (of which he himself is part), and that to restore them he passed through divers classes, had different bodies and different names, became all to all, an Angel among Angels, a Power among Powers, has clothed I himself in the different classes of reasonable beings with a form corresponding to that class, and finally has taken flesh and blood like ours and is become man for men; [if anyone says all this] and does not profess that God the Word humbled himself and became man: let him be anathema.
However, the context of the passage suggests that the Council's larger concern was Origen's Platonic cosmology, which featured a highly elaborate angelology. I am not deeply informed about this church council, so I can only speculate at this stage. But the potential salvation of fallen angels is an intriguing (if highly speculative) issue.