Tolkien himself didn't tell us their true fate. Use your imagination. [img]smilies/wink.gif[/img]
Their 'names' are given two different places - Alatar and Pallando, and Morinehtar and Romestamo.
Alatar and Pallando is the account most people go with since they are the names Tolkien decided on when writing about the council Manwe held to choose the 5 Istari (and additionally because it was published first in
Unfinished Tales, years before
The History of Middle-earth series). Christopher Tolkien makes a note about Pallando's name that says that it was probably just a description rather than a name he was called by the other Maia.
You can find out all that was given to us about Radagast, Alatar, and Pallando at
http://www.barrowdowns.com/faq_otherwizards.asp
[ December 07, 2002: Message edited by: Legalos ]