Question: Is it said explicitly that Sam goes to Tol Eressea? I skimmed the appendices and I thought it was just said that he left and was never seen again…which doesn’t necessarily mean he went West.
Am I just that stupid?
It’s at the end of Appendix B, BuckleberryFerry.
1482: Death of Mistress Rose, wife of Master Samwise, on Mid-year’s Day. On september 22 Master Samwise rides out from Bag End. He comes to the Tower Hills, and is last seen by Elanor, to whom he gives the Red book afterwards kept by the Fairbairns. Among them the tradition is handed down from Elanor that Samwise passed the Towers, and went to the Grey Havens, and passed over the Sea, last of the Ring-bearers.
Especially this excerpt from above:Did the Nazgul wear their rings in LOTR?
Much ringlore is answered by this FAQ.
BTW, Galadriel was also 6’ 4". Just thought you’d all want to know. 
Buckleberry, it is stated explicitly in LOTR (the appendices, I think) that the tradition in the Gamgee family (especially the Fairbairns of Westmarch) was that Sam gave the Red Book to Elanor, and headed west, where he was allowed to sail to Avalonnë.
From bsane
To expand on Incubus’ answer: At the end of the Second Age of Middle Earth, Sauron was very powerful. Aragorn’s ancestor Isildur was part of a large army of elves and men who went to the gates of Sauron’s stronghold to destroy him. Isildur fought Sauron (who still walked around in an actual body at that time) and cut off his ring finger, thereby destroying Sauron’s body.
The correct thing to do at that point was to climb Mt. Doom and throw the Ring into the fires within, assuring Sauron’s utter destruction. Unfortunately, Isildur succumbed to the Ring’s power and claimed it for himself. As he traveled back from the battle, he was ambushed by Orcs along the banks of the Anduin River (it’s said that he wore the Ring to hide from the Orcs, but it slipped from his finger on its own accord, exposing him to the Orcs. This is why the Ring is referred to in LOTR as “Islidur’s Bane”). The Ring was already working to reunite with Sauron .
The Ring lay at the bottom of the Anduin for a LONG time, until Deagol (a stoor, a race similar to hobbits) found it and was murdered by Smeagol (Gollum), who took the Ring and fled to the Misty Mountains, where he hid for a few hundred years until Bilbo stumbled across him.
During this time, Sauron was regaining his strength and form. His most powerful servant, The Lord of the Nazgul, went to Angband and ruled as the Witch King for awhile. He eventually was defeated, but he was really only keeping the seat warm for Sauron, who by then had grown strong enough to be a force to be noticed again.
Wait, I think I see what you’re saying. It’s just tradition that he went to the Grey Havens, but there’s no proof of it. It does make sense to me though, since he was also a ring-bearer.
Also, Did Sauron take the ring to Numenor?
Yes he did.
Oh, also the preponderance of evidence is that Sauron held the rings of the nine. JRRT himself wrote so. See the FAQ for details.
Lots of JRRT’s writings have assertions without proof. It is only an assertion held by the elves in exile that Tuor was judged to be of Elven-kind and allowed into the Undying Lands. We never actually get to see his green card or anything, showing he was let in.
Thanks Qadgop, thats a great FAQ.
bsane
Sorry, I completely misunderstood your original question (as my answer shows). Tolkien’s world is so wonderfully complex, I get lost wandering around it.
I second your thanks to Qadgop, that FAQ is very informative.
Which, if we agree that Middle Earth was located in mid to western Europe, would place Valar somewhere around New Jersey.
Why, Graceland, of course.
Thank you, lilbtagna and Qadgop!
Really? What exit?
Well, if Long Island/Manhattan/Staten Island corresponds to Tol Eressea and the Enchanted Isles, then Jersey City would be Tirion, and Scranton/Wilkes-Barre, PA, would be Valimar…
Who knew the Valar were Polish?
What bugs me about Lord of the Rings is that it has thousands upon thousands of elves in the story, and yet Santa Claus is never mentioned even once. I think that the Undying Lands are actually in the North Pole, and the elves made up the story of how cool the West is to hide their secret shame: they’re actually poorly-paid labourers working in some fat old man’s toy factory. In Middle-Earth he’s a king, but in the Undying Lands Elrond cleans out the reindeer stalls. And don’t forget the Keebler elves, either.
Dude, page up. I beat you to it. 
Well, kinda.
To further expand on Elvish navigation to reach the Undying Lands: Originally, the World was flat, and Valinor (the main continent of the Undying Lands) was part of the World. Anybody with a ship could reach Valinor by sailing west (except that you probably wouldn’t make it: The Powers that Be made sure that (almost) everyone who tried it would end up foundered on the rocks, or sunk in a storm, or something of the sort). But at the end of the Second Age, the World was “bent”, that is, made into a sphere. Except that when the World was bent, Valinor nevertheless stayed in the same position relative to Middle Earth (Middle Earth is just a continent, not the whole World). So if you get into a ship and try to sail to Valinor, you’ll just follow the curve of the Earth, and eventually pull a Magellan. In order to reach Valinor, you have to sail the “Straight Path”, which nobody but elves (and maybe Aelfwine or St. Brendan) know how to sail.
And Sinungaling, Tolkien wouldn’t miss an important detail like that. Find yourself a copy of The Father Christmas Letters, a series of letters published by Tolkien, between Santa and his elves.
Can the elves travel back and forth from the Grey Havens to Middle Earth or is this a one way trip? Or, put another way, are the elves essentially dead to Middle Earth regardless if they live on somewhere else?
Pretty much one-way. The Noldor were in open rebellion against the Valar when they left. When the Vanyar, the remaining faithful Noldor, and the few Sindar sailors went to Middle-earth to fight Morgoth, they did so at the behest of the Valar, and all returned quickly to Valinor.
Since the end of the first age, the only known travellers (if you exclude stuff from HOMES like Aelfwine’s travels) back to Middle-Earth were the five wizards, and (probably) Glorfindel.
I’d hardly call the elves in the Undying Lands dead, Whack!
Where did you come from, Baby dear?
Out of the Everywhere into the Here.
Where are you going, Elves so fair?
Out of the Anywhere back to the There.