Gandalf and his horse (Shadowfax) -- Letter 268 (Letters of J.R.R. Tolkien)

 #268 - from a letter to Miss A.P. Northey 19 January 1965

page 354 (LETTERS, collected and edited by H. Carpenter and Christopher Tolkien)

paperback edition

I think Shadowfax certainly went with Gandalf

[across the Sea], though this is not stated.

I feel it is better not to state everything (and indeed

it is more realistic, since in chronicles and accounts

of 'real' history, many facts that some enquirer would

like to know are omitted. . .Shadowfax came of a 

special race being as it were an Elvish equivalent of

ordinary horses: his blood came from West over Sea.

It would not be unfitting for him to go West.

Gandalf was not dying or going by a special grace

to the Western Land, before passing on beyond the circles

of the world: he was going home, being plainly one of the

Immortals, an angelic emissary of the angelic

governors (Valar) of the Earth.  He would take

or could take what he loved.