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In the books, does Gandalf ever say "Death is just another path, one that we all must take."?
He says it to Pippin in the films, during the seige of Gondor, after Pippin says "I didn't think it would end like this." Gandalf goes on "The grey rain curtain of this world rolls back and all turns to silver glass. . . Then you see it." "What? See what, Gandalf?" "White shores, and beyond. A far green country under a swift sunrise." The "White shores...." passage IS in the books, dreamed by Frodo in the house of Tom Bombadil and seen by him after he leaves the Grey Havens. But does Gandalf say "Death is just another path..." in the books ??

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No

A search of the Silmarillion and the three Lord of the Rings books for this phrase turns up no results, and searching for various constituent phrases, such as “another path” or “death is” brings up no matches or near-matches. It seems that it was simply inserted to make the ensuing dialogue make sense.

That said, Tolkien might well have agreed with the general sentiment, and considered such as plausible coming from Gandalf:

But certainly Death is not an Enemy! I said, or meant to say, that the ‘message’ was the hideous peril of confusing true ‘immortality’ with limitless serial longevity. Freedom from Time, and clinging to Time. The confusion is the work of the Enemy, and one of the chief causes of human disaster. Compare the death of Aragorn with a Ringwraith. The Elves call ‘death’ the Gift of God (to Men).

The Letters of J.R.R. Tolkien, Letter 208

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