In UT it says that the five istari (or, wise ones, in Quenya), were sent to Middle-Earth to stop Sauron from taking over (basicly). Gandalf the grey/white carried out his mission all over Middle Earth, Saruman the white took refuge in Orthanc (a tower built by the Dunedain in their highest power), Radagast lived among all plants and beasts, being a companion to all living things, and the two blue wizards, being like Orome, went into the East, hunting out the remaining followers of Morgoth.
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