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why does frodo leave with the elves

They are traveling to Valinor, the Undying Lands, which exist outside the human world. Men cannot go there. The ending of LOTR ties back to material from the Silmarillion. The Appendices to
The Return of the King provide added detail. As noted, many of the elves, Galadriel included, returned to Middle-earth in rebellion against the Vala to wage war on Morgoth, who stole the Silmarils (gems). The Vala are not "gods". There is but one creator-God in Tolkien's mythology. The Vala are created and participate with Illuvatar in fashioning the world. Frodo, Bilbo and even Sam have been altered by their contact with the One Ring. They have also performed great deeds. Frodo is specifically given leave to travel to Valinor because of the unhealable wound from the Morgul knife. It is a grace of the Vala to permit them to come to the Undying Lands. Gimli, by the intercession of Galadriel, is also given leave to come to Valinor. Like the elves, and unlike men, the dwarves are tied to the world. Elves and dwarves go to the Halls of Mandos (a Vala) when they die. Men pass beyond the world - the "gift" of Illuvatar, but subverted by Morgoth. The Silmarillion details the creation of the world by Illuvatar (a variant of the term "All-Father" - JRR Tolkien was a philologist and there are cognates to English, German and other languages in those spoken in Middle Earth).

The Valar are created beings - created by Illuvatar in the long past. The Maiar are another angelic order of beings, below the Valar. Saruman and Radagast are of the same order as Gandalf. Sauron is also a Maia. But the Queen Arwen said: A gift I will give you. For I am the daughter of Elrond. I shall not go with him now when he departs to the Havens; for mine is the choice of Lthien, and as she so have I chosen, both the sweet and the bitter. But in my stead you shall go, Ring-bearer, when the time comes, and if you then desire it. If your hurts grieve you still and the memory of your burden is heavy, then you may pass into the West, until all your wounds and weariness are healed. But wear this now in memory of Elfstone and Evenstar with whom your life has been woven! And she took a white gem like a star that lay upon her breast hanging upon a silver chain, and she set the chain about Frodo s neck. When the memory of the fear and the darkness troubles you, she said, this will bring you aid. Yes, I am coming, said Frodo. The Ring-bearers should go together. Where are you going, Master? cried Sam, though at last he understood what was happening.

To the Havens, Sam, said Frodo. And I can t come. No, Sam. Not yet anyway, not further than the Havens. Though you too were a Ring-bearer, if only for a little while. Your time may come. Do not be too sad, Sam. You cannot be always torn in two. You will have to be one and whole, for many years. You have so much to enjoy and to be, and to do. But, said Sam, and tears started in his eyes, I thought you were going to enjoy the Shire, too. for years and years, after all you have done. So I thought too, once. But I have been too deeply hurt, Sam. I tried to save the Shire, and it has been saved, but not for me. It must often be so, Sam, when things are in danger: some one has to give them up, lose them, so that others may keep them. Frodo and Sam, however, went back to ordinary attire, except that when there was need they both wore long grey cloaks, finely woven and clasped at the throat with beautiful brooches; and Mr. Frodo wore always a white jewel on a chain that he often would finger. All things now went well, with hope always of becoming still better; and Sam was as busy and as full of delight as even a hobbit could wish. Nothing for him marred that whole year, except for some vague anxiety about his master.

Frodo dropped quietly out of all the doings of the Shire, and Sam was pained to notice how little honour he had in his own country. Few people knew or wanted to know about his deeds and adventures; their admiration and respect were given mostly to Mr. Meriadoc and Mr. Peregrin and (if Sam had known it) to himself. Also in the autumn there appeared a shadow of old troubles. One evening Sam came into the study and found his master looking very strange. He was very pale and his eyes seemed to see things far away. What s the matter, Mr. Frodo? said Sam. I am wounded, he answered, wounded; it will never really heal. But then he got up, and the turn seemed to pass, and he was quite himself the next day. It was not until afterwards that Sam recalled that the date was October the sixth. Two years before on that day it was dark in the dell under Weathertop. Time went on, and 1421 came in. Frodo was ill again in March, but with a great effort he concealed it, for Sam had other things to think about. So it s his wound at Weathertop in October, and for March my guess is the sting of Shelob and his torture in Cirith Ungol. Also, he would finger Arwen s jewel a lot.

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