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While the W-K was not 'killed' but 'reduced to impotence' on March 15, he and the other Eight all died on March 25. Only the power of the Rings extended their semi-'life' beyond mortal span: after that their spirits/souls/fear were in the same condition as other dead Men. Perhaps they went to Mandos and then onward; perhaps (as T suggests in Myths Transformed) they were so inured to evil as to refuse the summons, and remained to haunt the earth as ghosts. In either case, though, they were dead, and not coming back.
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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