Where has Gandalf been?

He continued on to lead many great battles against the forces of Saruman and Sauron, and eventually saw to the downfall of Sauron once the Ring was destroyed in Mount Doom. Living roughly 2,000 years in Middle-earth, Gandalf then retired across the sea to the Undying Lands with Frodo, Bilbo, Galadriel and Elrond.