*Or perhaps, with the One Ring undone, he returned to his original form and startled Goldberry, who threw him into some river. Gandalf came and saw Goldberry single again, and they lived happily ever after.
No, wait Gandalf returned to Valinor. Middle-earth is full of such sadness.*
So he turned her into a newt and snuck her along in his pocket...pouch...carrying-thing. Once they got to Valinor she got better and after a long discussion with the Valar she was allowed to remain with Gandalf on the condition that she remain amphibious and must submerge herself in water for eight hours a day. She agreed, and they lived happily ever after; the end.