Alatar and Pallando, the Ithryn Luin, Blue Wizards, were Maiar of the Vala Oromë sent into the east of Middle-Earth with Curunír (Saruman as he became known to Men) about 1000 of the Third Age to aid Middle-Earth against Sauron, himself a Maia. Christopher Tolkien theorizes in "Unfinished Tales" that the Blue Wizards were Curunír's guides. Perhaps this is how it came to pass.
Everyone knows that, save Yavanna and Oromë, the Valar gave Middle-Earth little thought for as long as they could. We began traveling with Oromë, my brother and I, through the sleeping land. We saw the new beasts and the young Elves, watched their laborious trek westwards but did not follow. Pallando was drawn to the power we felt flowing from the North and I went with him because I feared for him. As well I should have, and for myself, for Melkor felt us, too, and sent our old comrade Sauron to cozen us. I will admit only to you that neither of us gave Sauron much resistance, and with the promise of power, a promise always delayed and never kept, we made our home in Angband. We fled when the Valar came for Melkor but they took little heed of his agents and minions and we soon returned. Those were easy days while Melkor was captive in Valinor and Sauron was in charge, for Sauron's strength was not what it became later, out of Melkor's shadow.
When Melkor returned he had changed, though to wonder at it openly would not have been wise. More bitter was his mood than before if you can imagine it. Sheer power and destruction no longer satisfied him even a little, for the Silmarils possessed his mind and heart completely. No wonder that when he lost but one of the three, mad rage took him so completely that even Pallando began to doubt the wisdom of remaining within his fortress. I had urged departure on my brother from the beginning, but it took a mere Elf deceiving the Dark Lord to make Pallando see its wisdom.
And where did we go but back to Valinor. We searched out Oromë in his forests to the south and together crafted a history that went unquestioned through the busy days of the War of Wrath, but our lord feared that it would not hold to the end of Arda. Thus by the time Sauron revealed himself and became a threat to be countered, Oromë was anxious for us to depart in whatever direction we could. He bade us be grateful for this chance to make amends, but had we not done so already? Marching with a vengeful host of the Valar to our former dwelling, guiding the hunt into hidden places at terrible risk of betraying our knowledge, that had been penance enough for any misdeeds. Well we knew that Oromë wanted us away for his own sake, where no one would discover where we had spent much of the First Age. And so we were ordered dispatched.
How wonderful was Curunír's face when he understand that we were to be his guides! So horrified was that arrogant Maia, for all his dissembling, that it was hard not to laugh at him, showing forth his great loyalty and eagerness for the struggle at the same time that his words twisted and turned to avoid our company. He could not, of course. We had explored much east of Anduin with Oromë, who also knew, though he could not say, that Melkor had sent us even farther east, beyond River Running. Thus Curunír's skillful words were to no avail, but as he was a spirit of thought and making and had not the woodcraft that we would need in Man form, we two were satisfied knowing that he would accompany us only so long as we chose.
And so we set out, by ship at first because of the powerlessness of our assumed forms, and were welcomed at the Havens, though no haven were they to us. From there we went north and east by foot. By good fortune we met at once a company of Dwarves happy to take our sea blue cloaks in trade for stuff more easily concealed. When Curunír refused to trade away his white we contrived to soil it at every chance until he was no more white than we. Then we pressed ever eastward, day upon day, always a trifle faster than our nurseling preferred. At last, deep in the trackless, burning wastes a fortnight's hard travel east of the Sea of Rhûn, while he slept exhausted, we abandoned the great and wise Curunír. Thus we freed ourselves and set about our own task, but that is another story.
When that Age had long passed a breeze or perhaps a bird told me of the great ill that our charge had afterward accomplished, and of his end, and I wondered that so weak a creature had found means to escape the wastes. But Pallando understood at once that command of the Valar or no, Curunír would in that place, remote from Manwë and beyond the eagles' flight, have resumed his power for a while rather than fail utterly and return into the West disembodied. Outlaw even before he began? I do not wonder then that Sauron could turn him, and that for that fall he was destroyed. The Valar have no patience in these diminished latter days.