In the Fellowship of the Ring movie, Gandalf has a brief conversation with Frodo where he sets up the Sméagol plot arc (emphasis mine):

Frodo (disbelieving) He escaped the dungeons of Barad-dur?

Gandalf Escaped...or was set loose. And now the Ring has drawn him here...he will never be rid of his need for it. He hates and loves the ring, as he hates and loves himself. Smeagol's life is a sad story.

Gandalf catches Frodo's look of surprise.

Gandalf (cont'd) Yes...Smeagol he was once called...Before the ring came to him, before it drove him mad.

Fellowship of the Ring (2001)

And we, the audience, are shown his full backstory in the prologue to The Return of the King.

However, in the films it's never explained how Gandalf learns this information. In the book he gets it from Gollum himself:

What I have told you is what Gollum was willing to tell - though not, of course, in the way I have reported it.

Fellowship of the Ring Book I Chapter 2: "Shadows of the Past"

But this is plainly not true of the movies, where Gollum has forgotten the name "Sméagol" until Frodo reminds him of it:

Frodo You were not so very different from a hobbit once, were you...Smeagol?

Gollum [Looks up slowly.] What did you call me?

Frodo That was your name once, wasn't it? A long time ago.

Gollum My name... My name... S... S... Sméagol...

The Two Towers (2002)

So, my question: in the movies, how did Gandalf discover Gollum's history?

Please keep answers grounded in some sort of canon; I welcome speculation, but speculation that's based in the script, interviews with the cast and crew, or other out-of-universe materials. "We just don't know" is also an acceptable, though disappointing, answer.

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    I'm not sure your rejection of Gandalf having talked to him because Gollum doesn't remember the name "Sméagol" stands up: from what I remember of the books (I don't have them to hand to check), by the time Frodo and Gollum meet, whatever memories Gandalf had drawn out of him had faded again, and Frodo had to "trigger" the re-emergence of Sméagol. – TripeHound Jul 20 '15 at 11:33

Unfortunately, I think the most probable answer is, as you suggested, "We just don't know." However, there are some possibilities that would jibe with the storyline.

  • The White Council investigated Dol Guldur while Sauron, as the Necromancer, was there. It isn't out of the question that someone, perhaps Gandalf himself, learned something of Gollum at this time. This would contradict the timeline of the books, but Peter Jackson doesn't seem to have reservations about doing this in other cases.

  • Gandalf helped to save the Dwarves in Goblin-Town. He could conceivably have gleaned some information about Gollum then, although I don't see how he could have found the time to do so.

  • We don't know what happened between the end of The Hobbit movies and the beginning of the Lord of the Rings movies. Gandalf could have done some research between the two. I don't think we should assume that Frodo was the first person to speak Gollum's real name. It is at least possible that Gandalf did, in fact, interrogate Gollum, compelled him to reveal his history and his name, and Gollum didn't truly identity with his own name because of the circumstances under which he revealed it. Alternatively, Gandalf might have visited the descendants of Gollum's family and neighbors, and heard something about him, probably in the form of an almost forgotten legend. Murder seems to be almost unheard of among hobbits, so it is at least possible that Gollum would have lived on in infamy for his unforgivable crimes.

  • Gandalf might have known about Gollum by virtue of the fact that he is one of the Istari. Again, this would contradict the books, but again, Jackson shows no signs of being reluctant to do so in order to help his story move along. Recall that in the books, Gandalf doesn't immediately recognize the Palantír of Orthanc; in the movies, he does seem to immediately recognize it. In the books, he takes years to realize what the Ring is; in the movies, he almost instantly realizes what it is (or at least, he is almost completely sure of what it is after first seeing it).

  • Gandalf might have known about Gollum simply because it was convenient to Jackson that he do so. This would be just one of many cases in which Jackson leaves loose ends for whatever reason; presumably because he thought other things were more important and deserved more screen time.

  • Gandalf could have learned about Gollum long before he realized that the Ring Gollum had found was The Ring. We know Gandalf is fond of Hobbits, and spends a lot of time among them. He might have known Gollum's family or neighbors already, and learned from them that one of their own had killed his friend and been cast out of the community.

But all of this is conjecture and speculation. Having seen the extended versions of each of the Lord of the Rings films umpteen times, I can't recall anything that would resolve this issue in a definitive manner.

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    Alas, you're most likely right – Jason Baker Jul 20 '15 at 3:12

A possibility could be that Gandalf had learned of Gollum's (or Smeagol's) history by questioning his fellow Hobbits who lived on and near Anduin. From the evil that is Wiki, it is mentioned that after he murdered his cousin Déagol, he was :

...banished by his people, turned by his grandmother out of her hole, he was forced to find a home in a cave in the Misty Mountains in around TA 2470. The Ring's malignant influence twisted his Hobbit body, as well as his mind, and prolonged his life far beyond its natural limits. He called it his "Precious" or his "Birthday Present," the latter as a justification for killing Déagol.

Gollum could have mentioned to his fellow Hobbits, and his mee-maw, that he killed Déagol for his Birthday Present (which ofcourse is not really a legitimate reason to kill someone). This could have been relayed to Gandalf if he passed through here by asking the locals for any news or significant incidents which may have occured.

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    Great answer. You have my +1 – Wad Cheber Jul 20 '15 at 0:56
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    It's a fair possibility, although I'd be surprised if Sméagol was remembered in (what remained of) his community after 500 years – Jason Baker Jul 20 '15 at 2:07
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    @Jason Baker: Maybe not the community but Gandalf. He could have heard the story at some time within that 500 year range (maybe at a time when it was a new story) and then remembered it at a time when it was possible to get the puzzle pieces together. – Holger Jul 20 '15 at 9:19

I think the nearest we'll get to a canonical answer is this: Many characters in the books are described as having a great power of insight (although I don't think that word is ever used; "foresight" certainly is, as is simply "seeing further").

Part of this amounts to mind-reading, plain and simple, but in many cases it seems that they learn information simply by gathering clues, and then thinking about them a lot. In another story, we might call it conjecture, but in Tolkien's work it gets treated much more like fact. It's as if Gandalf (and others) can ponder some piece of information, consider possible explanations, and instinctively know when they've hit upon the "right" one.

Others with more diligence than me might be able to cite some external material (Letters, HoME, etc.) that confirms this is what happens, because I don't think I've made up this whole theory out of my head. But I could be wrong.

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