I saw that tear when I first watched TTT way back in the theater. I always figured it was because Grima realized just how strong and destructive Saruman really was and for a moment he felt remorse. I mean in the book Gandalf says at one point Grima wasn't always so evil and his council to Theoden wasn't always corrupt. So I think for one brief moment Grima had his real human emotion surface.
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"Let us live so that when we come to die even the undertaker will be sorry." - Mark Twain
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