Frodo and Sam both travel to the Undying Lands after The Lord of the Rings, but there’s a reason Merry and Pippin don’t join ...

After the completion of his story The Lord of the Rings, which he added to Bilbo's There and Back Again, Frodo leaves on the White Ship from the Grey Heavens, bound for the Undying Lands ...

Jackson leaves in the hints of the providential design: Gandalf’s suspicion that Gollum would have some part to play in the Ring’s destruction, Frodo’s pity on the creature (until the end), etc.