The Blue Wizards - Ithryn Luin - were the maiar of Oromë and went with Curunir[Saruman] into the East of Middle-Earth and never returned ... they apparently founded gambling empires and dwarf-bordellos there which is to say that they failed as J.R.R. Tolkien said in his letters
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They went as emissaries to distant regions, east and south, far out of Númenórean range; missionaries to 'enemy-occupied' lands as it were. What success they had there I do not know, but I fear that they failed, as Saruman did, thought doubtless in different ways; and I suspect they were founders or beginners of secret cults and 'magic' traditions that outlasted the fall of Sauron
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Unfinished Tales Pt 4 II 'The Istari'
[ February 23, 2002: Message edited by: Mat_Heathertoes ]