Sam believes that Gandalf has fallen a catastrophic distance and has died. But in the end of the story, with Sam having been asleep for a long while and then beginning to regain consciousness, Gandalf stands before Sam, robed in white, his face glistening in the sunlight, and says:
“Well, Master Samwise, how do you feel?”
But Sam lay back, and stared with open mouth, and for a moment, between bewilderment and great joy, he could not answer. At last he gasped: “Gandalf! I thought you were dead! But then I thought I was dead myself. Is everything sad going to come untrue? What’s happened to the world?”
“A great shadow has departed,” said Gandalf, and then he laughed, and the sound was like music, or like water in a parched land; and as he listened the thought came to Sam that he had not heard laughter, the pure sound of merriment, for days without count. It fell upon his ears like the echo of all the joys he had ever known. But he himself burst into tears. Then as a sweet rain will pass down a wind of spring and the sun will shine out the clearer, his tears ceased, and his laughter welled up, and laughing he sprang from bed… “How do I feel?” he cried.” Well, I don’t know how to say it. I feel, I feel” –he waved his arms in the air– “I feel like spring after winter, and sun on the leaves; and like trumpets and harps and all the songs I have ever heard!”
— J.R.R. Tolkien (1892-1973), The Return of the King
