Sauron was a Maia, a demi-god of sorts, and thus could not be "killed." Sauron's bodily form was destroyed in the destruction of Numenor, and he was ever after unable to assume a fair form. When Isildur severed the Ring from him, Sauron's spirit was greatly diminished, but not destroyed. Sauron was finally destroyed by Frodo when he dropped the ring into Mt. Doom, the volcano. Even then, his spirit still lived on, but so diminished in power as to be completely defeated for many an age.
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Sauron is a Maiar a lesser spirit of Ainur, the same kind of being as Olorion and Curumo, who became known as Gandalf and Saruman when they were sent down to Arda as Istari. He was originally called Mairon, and was known for being highly accomplished, but he fell and supported the fallen Valar (greater spirit) Melkor as his lieutenant. After Melkor's defeat, Sauron took his role as Dark Lord of Mordor and is also known as Lord of the Rings, engineering the creation of the Rings of Power along with his own creation, the One Ring to rule them.
In the novel, Boromir is killed when he is struck by arrows. We do not know the identity of the shooters, they are simply nameless members of an orcish horde.
In the movie adaptation, the fatal wounds are caused by an Uruk Hai captain who is not named in the movie itself, but named 'Lurtz' in other official sources such as Games Workshop's licensed Lord of the Rings collectable miniatures.
Gandalf the Grey was killed in combat with the monster the Balrog in the Mines of Moria.
Sauron was slain by Isildur, the Son of Elendil during the battle of the Last Alliance. He killed Sauron by chopping the one ring off his hand using Narsil (his father's sword).
Gandalf was sent for a task, and that task is to thwart Sauron, and bring about his destruction. Gandalf is actually Olorin the wisest of the Maiar spirits from Valinor. He was sent over with 4 others to stop Sauron's evil. They were sent in the forms of old men. Gandalf wants to use others to fight Sauron
Sir Ian McKellan, who played the role of Gandalf in the films, has publicly announced that he is gay.
Gandalf Three wizards played a direct part in The Lord of the Rings (movies and books): Gandalf the Gray (and later the white) Saruman the White (and we know what happened to him) Radagast the Brown -- birds, trees flowers were his specialty. Two others were mentioned obscurely. They were the Blue Wizards, Alatar and Pallando.
Frodo knows Gandalf because Gandalf was like Bilbo (Frodo's grand-uncle) guardian on Bilbo's adventures. Now, Frodo knows Gandalf through Bilbo.
No, the goblins did not get Gandalf. Bilbo's yell when he discovered the goblins stealing things was enough to prevent him from being captured. Gandalf killed a number of the goblins with a big flash of lightening.