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The sporits are subservient to a higher being(s). These are the Valar, practically gods. They could choose a form to live in, but they were bound to it until it is destroyed, and their spirit would make a different form.
Wasn't Sauron a Maia? And if you cut of one of Gandalf's fingers off, would his spirit escape?
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I go to my fathers. And even in their mighty company I shall not now be ashamed. I felled the black serpent. A grim morn, and a glad day, and a golden sunset!
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