Tolkien gave the two Blue Wizards names in Unfinished Tales; they have been posted already. It is suggested in UT that they, like Radagast, strayed from their purpose of protecting Men and Middle-earth. (Radagast became too intrigued by the birds and beasts that he virtually spent all his time with them, and who knows what happened to the Blue Wizards in the end, other than that they ventured East?) Saruman was overcome by greed, and that left Gandalf as the only Istar still loyal to his cause.
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