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I think the answer Tolkien might have given you would go something like: "Middle-earth is our Earth and the sun rises in the morning just the same".
That aside, it's quite explicit in the books that following the Fall of Númenor the Valar ceased to take active involvement in the world. As for the movies: who knows.
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Then one appeared among us, in our own form visible, but greater and more beautiful; and he said that he had come out of pity.
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