What of Curumo?

[Ibrîniðilpathânezel]

Well, Melian didn't die, or, perhaps more to the point, she wasn't killed. She surrendered the body she was in and returned to Valinor, and thus exercised free will in the matter. Tolkien does point out that the bodies of the Istari were "real and not feigned"; I believe he states somewhere amid all his writings that though they were not subject to death by old age, they were truly corporeal and not fanar. This particular aspect was apparently imposed on them by the nature of their mission and how the Valar wanted it carried out, the flesh diminishing their power and memories at the same time it gave them a clearer understanding of what it meant to live as truly and naturally incarnate beings.

I myself have long wondered about where these "real" bodies came from. We know that when one of the Ainur attaches his or herself to their fana for too long, it becomes "real" in the sense that they can no longer discard as they would clothing (which Tolkien tells us is the usual case for an Ainu shedding his fana). But is the making of a "real" body for themselves within the power of the Ainur in Ea? One would think so, from Melian's case (since one would presume a real body was necessary in order for her to have a child with Thingol), but Tolkien never actually says where her body came from, and why she was able to leave it without a terrible cost to herself. Then again, maybe there was a terrible cost to herself, which is why she has never sung again. We just don't know. Since we know of no other Elf/Ainu couples, perhaps Eru did have a hand in it.

At any rate, Eru clearly doesn't decide the fate of beings like the Balrogs, but perhaps only He knows what becomes of them after they have suffered a bodily death from which they finally cannot return. It's an interesting matter to ponder.

[The Might]

A nice idea indeed with purgatory, could be a possibility.

[Gwathagor]

I'm pretty sure that Radagast hangs around for a couple millenia. He later assists a young Briton named Arthur in becoming High King of Britain, and is immortalized in medieval legend and romance as the wizard Merlin.

[Ibrîniðilpathânezel]

Originally Posted by Gwathagor

I'm pretty sure that Radagast hangs around for a couple millenia. He later assists a young Briton named Arthur in becoming High King of Britain, and is immortalized in medieval legend and romance as the wizard Merlin.

Ha! I made that same tongue-in-cheek speculation a few years ago. It seems only too appropriate a future for Aiwendil, especially since Merlin was "spirited away" by Nimue. Which one of the Maia ladies came to fetch him, I wonder...?

[Gwathagor]

AND a merlin is a kind of hawk...what more appropriate name for Aiwendil, the lover of birds and beasts, to assume?

[The Might]

A very, very interesting theory.

I was curious to learn more so I of course did what all others do - Wikipedia.
But listen to this interesting part:

In this narrative, Kentigern meets in a deserted place with the naked, hairy madman Lailoken, also called Merlynum or "Merlin", who declares that he has been condemned for his sins to wander in the company of beasts.

Also:

C. S. Lewis used the figure of Merlin Ambrosius in his 1946 novel That Hideous Strength, the third book in the Space Trilogy. In it, Merlin has supposedly lain asleep for centuries to be awakened for the battle against the materialistic agents of the devil, able to consort with the angelic powers because he came from a time when sorcery was not yet a corrupt art. Lewis's character of Ransom has apparently inherited the title of Pendragon from the Arthurian tradition. Merlin also mentions "Numinor," a nod to J. R. R. Tolkien's Númenor.

Who knows if the Professor wasn't somehow influenced by this and was inspired a bit when he created Radagast.

Just a theory, but a good one I think.

[William Cloud Hicklin]

Who knows if the Professor wasn't somehow influenced by this [That Hideous Strength] and was inspired a bit when he created Radagast.

Not possible, since Radagast's creation predated THS by several years. Indeed he goes back at least in name to The Hobbit; and the passages in LR where he is mentioned date from 1939-40.