Nobody knows....
After the destruction of the Ring they were certainly set free of Sauron.
I would take it as virtually certain that they would then finally make their obligatory journey to the Halls of Mandos. Beyond that there is not much to go on. There was no clear idea of what the afterlife would be like. You just sort of go beyond the circles of the world and that is it for you.
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...finding a path that cannot be found, walking a road that cannot be seen, climbing a ladder that was never placed, or reading a paragraph that has no...
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