In the books, it doesn't explicitly describe Gandalf's staff being taken or broken during his imprisonment in/on Orthanc, but in the film, Saruman is shown with Gandalf's staff, and Gandalf is shown to be without it during his escape. Later, during the fellowship's journey from Rivendell, Gandalf has his staff again.
- A mistake in the movie, and his staff should never have been shown to be taken from him.
- He made a new one (I'm not sure how the Wizards get/make their staffs in the first place)
- He reclaimed it somehow (unlikely as this would have been described)