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After having read The Hobbit, The Lord of the Rings, and The Silmarillion, I started delving, unsystematically, into the later volumes published by Christopher Tolkien. One of the more surprising things I discovered was that the other wizards (the two Istari that do not appear in The Lord of the Rings) were associated with the color blue. This seemed strange to me for a couple of reasons.

Firstly, it seemed to conflict with the kind of colors that had been given to Gandalf, Saruman, and Radagast: gray, white, and brown. None of them is a color of the rainbow, and I had rather expected that the other wizards might be similarly garbed in non-spectrum colors, like black or silver, or at least something more ambiguous like rust. Secondly, and more importantly, what Gandalf has to say about the wizards' colors in The Lord of the Rings had suggested to me that their colors were unique and tied to the particular roles that each one of them were meant to fulfill. In particular, when Olórin returns as Gandalf the White, he says that, by taking on a changed color (a color that Curumo had consciously discarded), Gandalf had replaced Saruman—and become what Saruman should have been. So it struck me as very peculiar that the other two wizards should have been given the same color (whether blue or otherwise).

As with many elements of the legendarium that J. R. R. Tolkien did not set down in final form in The Hobbit or The Lord of the Rings, the author's ideas about the other two wizards (or if there were really only two) evolved over time. (See, for instance, here and here.) However, did he ever write about those two having other colors than blue or about them having different colors from each another?

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Tolkien never associated the final two wizards with a different color, and never even really distinguished much between the two

The two blue wizards are only ever really discussed in five sources. They are never given a non-blue color, and every time they get mentioned, Tolkien seem to group them as a single entity

The text that you're probably the most familiar with is "The Essay on the Istari", which is the only text to actually assign them a color, and says that they both went to the East and stayed there.

The first to come was one of noble mien and bearing, with raven hair, and a fair voice, and he was clad in white; great skill he had in works of hand, and he was regarded by well-nigh all, even by the Eldar, as the head of the Order. Others there were also: two clad in sea-blue, and one in earthen brown; and the last came one who seemed the least, less tall than the others, and in looks more aged, grey-haired and grey-clad, and leaning on a staff. ... Of the Blue little was known in the West, and they had no names save Ithryn Luin "the Blue Wizards;" for they passed into the East with Curunír, but they never returned, and whether they remained in the East, pursuing there the purposes for which they were sent; or perished; or as some hold were ensnared by Sauron and became his servants, is not now known.
1954 - "The Essay on the Istari" (Unfinished Tales)

Some other undated texts, but presumably from roughly around the same time says that they were friends and associates them with the same Vala. (Though note that as first written they were associated with different Valar, which perhaps the only time Tolkien ever distinguished between the two.)

The note ends with the statement that Curumo [Saruman] took Aiwendil [Radagast] because Yavanna begged him, and that Alatar took Pallando as a friend. ... There are here also some rough tables relating the names of the Istari to the names of the Valar: Olórin to Manwë and Varda, Curumo to Aulë, Aiwendil to Yavanna, Alatar to Oromë, and Pallando also to Oromë (but this replaces Pallando to Mandos and Nienna).
Undated - "a brief and very hasty sketch of a narrative" (Unfinished Tales)

A few years later, Tolkien wrote a letter to a reader about them, and again always referred to them together as a single unit.

I really do not know anything clearly about the other two [wizards] – since they do not concern the history of the N[orth].W[est]. I think they went as emissaries to distant regions, East and South, far out of Númenórean range: missionaries to 'enemy-occupied' lands, as it were. What success they had I do not know; but I fear that they failed, as Saruman did, though doubtless in different ways; and I suspect they were founders or beginners of secret cults and 'magic' traditions that outlasted the fall of Sauron.
1958 - "Letter to Rhona Beare" (Letters of J.R.R. Tolkien)

Shortly after that they get briefly mentioned again in a time scheme about the Great March where Tolkien had decided that the five wizards would have actually first appeared in Middle-earth in the very beginning of the First Age to guard the newly awoken elves. Here also the two are placed together, and nothing more is said.

Manwë has decided that the Quendi should come to Valinor, but on urgent advice of Varda, they are only to be invited, and are to be given free choice. The Valar send five Guardians (great spirits of the Maiar) with Melian (the only woman, but the chief) these make six. The others were Tarindor (later Saruman), Olórin (Gandalf), Hrávandil (Radagast), Palacendo, and Haimenar. Tulkas goes back. Oromë remains in Cuiviénen for 3 more years.
1959 - "Suggestions for key dates" (The Nature of Middle-earth)

Over a decade later, in the final years of Tolkien's life, he returned to the two wizards and wrote a lot more about them, though again grouped them together as a single unit.

Saruman is said (e.g. by Gandalf himself) to have been the chief of the Istari - that is, higher in Valinórean stature than the others. Gandalf is evidently the next in the order. Radagast is presented as a person of much less power and wisdom. Of the other two nothing is said in published work save the reference to the Five Wizards in the altercation between Gandalf and Saruman.

(A note made on their names and functions seems now lost, but except for the names their general history and effect on the history of the Third Age is clear.)

No names are recorded for the two wizards. They were never seen or known in lands west of Mordor. The wizards did not come at the same time. Possibly Saruman, Gandalf, Radagast did, but more likely Saruman the chief (and already over mindful of this) came first and alone. Probably Gandalf and Radagast came together, though this has not yet been said. ... (what is most probable) ... Glorfindel also met Gandalf at the Havens. The other two are only known to (have) exist(ed) [sic] by Saruman, Gandalf, and Radagast, and Saruman in his wrath mentioning five was letting out a piece of private information.

The 'other two' came much earlier, at the same time probably as Glorfindel, when matters became very dangerous in the Second Age. Glorfindel was sent to aid Elrond and was (though not yet said) pre-eminent in the war in Eriador. But the other two Istari were sent for a different purpose. Morinehtar and Romestamo. Darkness-slayer and East-helper. Their task was to circumvent Sauron: to bring help to the few tribes of Men that had rebelled from Melkor-worship, to stir up rebellion ... and after his first fall to search out his hiding (in which they failed) and to cause [?dissension and disarray] among the dark East ... They must have had very great influence on the history of the Second Age and Third Age in weakening and disarraying the forces of East ... who would both in the Second Age and Third Age otherwise have ... outnumbered the West.
1972 - "Note on the landing of the Five Wizards and their functions and operations" (Unfinished Tales and The Peoples of Middle-earth)

To summarize:

  • Tolkien once associates them with the color blue.
  • Tolkien never associates them with any other colors.
  • Tolkien nearly always exclusively refers to them as a single unit, going on the same mission together. (The only exception is a quickly rejected idea that they may have been initially associated with different Valar.)
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  • Thanks for tracking all these down. I had read the first two sources, but I wasn't sure whether Tolkien might have put down other thoughts elsewhere.
    – Buzz
    Aug 13 at 0:25
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One possible reason, if there is any connection between their color and the Vala they served, it might be because Tolkien associated them the same Vala.

There are here also some rough tables relating the names of the Istari to the names of the Valar: Olorin to Manwe and Varda, Curumo to Aule, Aiwendel to Yavanna, Alatar to Orome, and Pallando also to Orome (but this replaces Pallando to Mandos and Nienna).

Unfinished Tales, the Istari.

Olorin = Gandalf, Curumo = Saruman, Aiwendil = Radagast. Their 'original' names in Valinor.

Or it might have been because Alatar chose Pallando as a friend and it was a sign of that friendship.

The note ends with the statement that Curumo [Saruman] took Aiwendil [Radagast] because Yavanna begged him, and that Alatar took Pallando as a friend.

Unfinished Tales, the Istari.

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