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In short, Tolkien could not have ended his story in any other way. I doubt that he, or any readers of his generation, would have expected the kind of 'happy ending' that we of a later generation might have. They wouldn't have been surprised by what the Hobbits found on their return.
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This is so very true - Tolkien was one of a generation which was decimated by war in very real terms. He returned to a country which had lost many of its men, and which had been turned on its head by the necessary practicalities of war, from women entering the workplace in large numbers to the mechanisation of agriculture to enable quicker, and cheaper food 'production'. I once stood looking at a war memorial in St Mary's in Whitby and worked out that one small town had lost one third of its young men. It was the end of a dream of a 'safe' Britain, and so Tolkien had to offer nothing less than this complex ending.
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The movies, on the other hand, were made by individuals from a generation who had never known total war, & the absolute destruction it brings - destruction of their ideals & dreams in particular.
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They were also made by those directly involved in or who grew up soon after the counter-culture era, which was centred upon idealism - which is not wrong in any way, but which would have welcomed the notion that bravery and sacrifice ought to lead to rewards, that an earthly paradise such as The Shire could live on unharmed.
Many films have barely veiled propaganda elements. We all know about Michael Moore's overtly political films, but other examples include Top Gun which could have doubled as an air force recruitment film, Ken Loach's tragic tales of the British underclass and the message of The Day After Tomorrow with a real warning hidden beneath the special effects - this also has a seeming happy ending though in reality the truth would probably be much more grim.