The Ithryn Luin were the Blue Wizards, the remaining pair of the Heren Istarion, who went to the East, but in contrast to Saruman never returned. Originally they both were Maiarin Spirits and called Alatar and Pallando, but when they arrived at the Grey Havens the Elves called them Morinehtar and Rómestamo. They both failed, although both in a different way than Saruman or Radagast, and to a degree their success in aiding the peoples of the east and south in rebellion against the Nameless helped to weaken Sauron’s armies, and by this made a victory of the Free Peoples possible. All that remained of the Blue Wizards were magical cults and traditions in the east, which they had formed.
The Ithryn Luin in MERP
In MERP Alatar was also known as "the Hunter" and "the Bearer of the Root", and Pallando was also called "the Soul-keeper"; they were also known as "the Blue Wizard of the East" and "the Blue Wizard of the South". In line with their origins as Maiar of Araw and Mandos, Alatar was a great Hunter, Archer and nomadic wanderer who led an unsteady life and yet was a great military leader of men, while his friend was a dark prophet of doom, concerned with souls and death who lived in a dark, secluded sanctuary but gained a following amongst occultists and superstitious mystics. The chief region of their operations seems to have been southeastern Middle-earth, where they contested the Nazgûl Dwar and Khamul. While Khamûl had satisfied his lord by T.A. 1635 and was ordered back to the westlands, Dwar’s sucess was seen as somewhat mixed and he had to stay in the east until T.A. 2941, when he was ordered back and much of his deeds remained undone.
The Ithryn Luin in LOTRO
In LOTRO the Easterling people known as the Khundolar are aided by a strange cult of Sorcerers, the Blue Caste, who serve Mordor in disregard of their master, an individual known as Yirokhsar the Blue, a powerful sorcerer. It may be possible that Yirokhsar is one of the Ithryn Luin and the Blue Caste is one of the strange cults the Ithryn Luin had inspired.
Alatar in Middle-earth: Total War
In the Background Story of Middle-earth: Total War Alatar had finally become corrupted and aided Sauron as his highest lieutenant in the east. By corrupting an easterling sect of dragon-worshippers he created a caste of warrior-priests that controlled Sauron’s great Eastern Army.
Alatar and Pallando in The Fourth Age: Total War
The Storyline of The Fourth Age: Total War seems to imply that both Alatar and Pallando became rivals in the Fourth Age and led armies of easterlings against each other.
Pallando on Incánus’ Middle-earth Page
The author Incánus’ Homepage "Ennorath" gives a fate to Pallando: Pallando had taken abode in the Kingdom "Arthanor" near the Bay of Ormal. After Sauron’s forces had overrun the Kingdom, he escaped to the Island of "Amazôn" and took refuge among the Amazon-Women who populated the secluded isle.
See: Incanus homepage (archived @ archive.org, latest available=2010-11-17)
Alatar on the Palantir Quest Campaign Site
The Palantir Quest Campaign Site suggests that Alatar took the identity of Taladhan the black in the early Fourth Age and for a time took refuge in Sarn Goriwing in northern Mirkwood using the easterling Lord Vacros as his tool.
See: Palantir Quest - Home Page (archived @ archive.org, latest available=2018-09-05)
The Ithryn Luin of the MERP Fan Modules group
In his writing "Emissaries to the East", author Cory Rushton in detail describes origin and travels of the Ithryn Luin who were known as Helaman and Lianis in the East. While Pallando chose one realm to look after, the mighty eastern Lands of Wômawas Drûs, his friend Alatar travelled afar and provided support for any rebellious movement from Ralian to Lôchas Drûs. When Wômawas Drûs finally fell in 2400 TA, Pallando already had fled the land and taken refuge in Lurs Vorganis, his old friend removed to the Avari of Ûster Kryl.
While time passed both Wizards slowly became rivals in the east, only at one time they both combined their forces, in 2656 TA when the rulers of Wômawas Drûs tried to expand into central middle-earth and to regain control over Lurs Vorganis and the ancient paths to the West. The defeat enabled a revolution in the Womaw homelands that led to revolt against Sauron’s puppet-rulers and the ascent of a rebel dynasty known as the "Ôn". Although Alatar and Pallando stayed uneasy rivals, their cooperation helped to weakened Sauron’s eastern and southern forces which made a victory possible for the free peoples of the Westlands.
See: MERP Fan Modules
It could be possible to bring these different tales of the Ithryn Luin into accordance. It may be imaginable that, after the defeat of the Necromancer in T.A. 2941, the Ithryn Luin fought Sauron in his refuge in the east and that in this battle Alatar was broken and turned into Sauron’s slave (or perhaps only pretended conversion), while Pallando could escape to the Bay of Ormal (perhaps pretending his own death). However it still has to be solved what happened to their realms of Luinemar and Feamardi and the exact role the Blue Caste played in this tale. After Sauron’s fall Alatar may have been released from his chains and Pallando may have returned and they may have taken up their roles as rulers of Luinemar and Feamardi again, perhaps rising to mighty Lords among the easterlings as the Elves powers faded.
According to Christopher Tolkien, his father J.R.R. Tolkien planned for the Ithryn Luin to arrive in SA 1600 with Glorfindel. They then traveled to the east. These notes were found by J.R.R.'s son, and is believed that the Blue Wizards came during the Second Age and not in the Third with Radagast, Saruman, and Gandalf.
But in the published text and the appendices of the RotK, it states that the Istari came in T.A. 1000 and there is no reference in the Second Age appendices that the Blue Wizards appeared separately from the other three Istari at all.
- ICE MERP #8002: Lords of Middle-earth Vol I: The Immortals