Board Thread:Suggestions forum/@comment-26383092-20150510174207/@comment-26298013-20150510231248

Somewhere in Tolkien's work it states that the two blue Wizards went East, did not return, but probably founded secret "cults" of presumably sorcerer-type people, drawing some sort of power either from themselves or from the Wizards.

Of course, Tolkien does also mention that because they failed to return into the West, they have probably failed in their tasks (To promote uprisings against Sauron in the East) and are also presumably destroyed. As in, their forms were destroyed and they returned into the West.