There were actually 5 wizards in Middle-earth: Curumno, Olórin, Aiwendil (sp?), Pallando, and Alatar. (The first three are, respectively, Saruman, Gandalf, and Radagast.) The last two went est when they arrived in ME and never returned. Saruman dwelt in Isengard, Gandalf pretty much anywhere he wanted to, and Radagast near Mirkwood.
In the Unfinished Tales, it comments on how Gandalf was the only wizard to furfill the mission given to them (as a group) by Manwë. Saruman fell to darkness (which is what most likely happened to the other 2), and Radagast became enamoured with Middle-earth. He pretty much forsook the mission (to combat Sauron) to live with the trees and animals. His only dealings with the "outside world" were with some Elves, Saruman, and Beorn. He never had a major role in any historical event (save perhaps the attack of the White Council on the Necromancer at Dol Guldur). In fact, he wasn't even supposed to come to Middle-earth...he only tagged along with Saruman (at Yavanna's request, I think).
Since he had little part in LotR, he wasn't expanded on at all. But if you look hard enough, there's more about him then you think.
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