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Of the many spirits that descended into Arda at its beginning, there were those of lesser stature than the Valar (though they were still powerful) who were known as the Maiar. Each of the Maiar was attached to the 'people' of a particular Vala. So, for example, the Maia Ossë, as a spirit of the sea, belonged to the people of Ulmo, while Curumo, the Maia who came to Middle-earth as Saruman, belonged to the people of Aulë the Smith.
In the Third Age, there were still Maiar in physical form to be found in Middle-earth. The most important of these were Saruman, Sauron (originally also of Aulë's people), and Olórin, known as Gandalf, who belonged to the people of Manwë and Varda.