[CSteefel]

In the Istari in the Unfinished Tales Tolkien says of Gandalf that

he is seldom mentioned in any annals or records during the second millennium of the Third Age

but in fact I cannot find anything on him during that period. Tolkien goes on to suggest that

Probably he wandered long (in various guises), engaged not in deeds and events but in exploring the hearts of Elves and Men who had been and might still be expected to be opposed to Sauron.

Earlier in the same tale, Tolkien says that Gandalf

went to and fro in the Westlands from Gondor to Angmar, and Lindon to Lorien...

which presents the new (to me) information that somehow Gandalf had visited Angmar. It seems reasonable that if he did so, this was done in the Second Millennium when the Witch King was there. It also telling that he apparently went to and fro in "various guises", which suggests to me the possibility that he was actually in disguise (and this may have been how he was able to enter Dol Goldur twice).

The suggestion of disguises also has me thinking of Aragorn in the service of Thengel and Ecthelion. It is not clear where Aragorn came up with the idea of going in disguise, but later discussion in the Palantiri suggests that perhaps this had to do with the sensitivity to a (eventual) pretender to the throne, at least in Gondor. It is possible that Gandalf suggested this course of action to Aragorn, since the two met shortly before Aragorn departed on his twenty year "errantries". My thoughts are that perhaps Gandalf took this idea from his own role in the Second Millennium.

What role or guise he might have had in this period is not clear, but one thought was that Malbeth the Seer was in fact Gandalf. Any arguments for or against this?