Lament for Gandalf
This was expanded and set to music by Philippa Boyens and Howard Shore, respectively, for The Lord of the Rings: The Fellowship of the Ring. It was sung in the said film by Elizabeth Fraser in the track Lothlórien. Notable about this song is that it assumes that the elves of Lothlórien were aware that Gandalf was an incarnate Maia. This is debatable. As well, the lyrics ask "What drove you to leave/That which you loved?". This suggests that Gandalf was well aware that he would fall in Moria. Other debatable verses include the claims that Gandalf was the wisest of the Maiar, and that with him the Flame of Anor would leave the world (assuming that it and he were one, or he was the only wielder of the Flame).
 Lyrics in Peter Jackson's The Fellowship of the Ring
The first part is in Quenya:
- A Olórin i yáresse
Mentaner i Númenherui
Tírien i Rómenóri
Maiaron i Oiosaila
Manan elye etevanne
Nórie i melanelye?
The Second part is in Sindarin:
- Mithrandir, Mithrandir, A Randir Vithren
ú-reniathach i amar galen
I reniad lín ne mór, nuithannen
In gwidh ristennin, i fae narchannen
I lach Anor ed ardhon gwannen
Caled veleg, ethuiannen.
- Olórin, who once was...
Sent by the Lords of the West
To guard the lands of the East
Wisest of all Maiar
What drove you to leave
That which you loved?
- Mithrandir, Mithrandir O Pilgrim Grey
No more will you wander the green fields of this earth
Your journey has ended in darkness.
The bonds cut, the spirit broken
The Flame of Anor has left this World
A great light, extinguished.
See also Frodo's Lament, another song for Gandalf.