Ithryn Luin ("The Blue Wizards"), Alatar and Pallando.
They accompanied Saruman into the east. Saruman returned after 1000 years, but they remained. We don't know what happened to them after that.
Quote:
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What success they had I do not know; but I fear they failed, as Saruman did, though doubtless in different ways; and I suspect they were the founders or beginners of secret cults and 'magic' traditions that outlasted the fall of Sauron.
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from Letter No. 211