Certainly there were amny we never heard of. The only Maiar that turned with Melkor (that we're told of) were Sauron and "the Valaraukar, the scourges of fire that in Middle-earth were called the Balrogs, demons of terror." The other Maiar we're told of include Ilmare, Eonwe, Osse, Uinen, Melian, Olorin, Salmar, Arien, Tilion, Curunir, Radagast, Alatar, and Pallando. When Tolkien speaks of the council in which the Istari were chosen, they seem to be picked out of a number of people (from
Unfinished Tales):
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...a council of the Valar, summoned it seems by Manwė ("and maybe he called upon Eru for counsel?"), at which it was resolved to send out three emissaries to Middle-earth. "Who would go ? For they must be mighty, peers of Sauron, but must forgo might, and clothe themselves in flesh so as to treat on equality and win the trust of Elves and Men. But this would imperil them, dimming their wisdom and knowledge, and confusing them with fears, cares, and weariness coming from the flesh." But two only came forward: Curumo, who was chosen by Aulė, and Alatar, who was sent by Oromė.
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On the matter of millions or thousands vs. hundreds, I don't think we can make that call, although "millions" seems unreasonable to me, at least.
[ November 16, 2002: Message edited by: Legalos ]