Before Gandalf freed Théoden from Saruman/Gríma's hold, he refused to give away his staff.
Háma: I cannot allow you before Théoden King so armed, Gandalf Greyhame... by order of Gríma Wormtongue.
[Gandalf nods, and they hand over their weapons]
Háma: Your staff.
Gandalf: Oh... you would not part an old man from his walking stick?
After that, while he was breaking theirs hold on him, Gríma shouted to the guards
His staff! I told you to take the wizard's staff!
But what if he was denied the use of his staff? How much of his power is tied to his staff? Is he harmless/defenseless without his staff? If his staff is taken by an other magically capable being, how much of Gandalf's power would it have?