 FAIR: Gandalf loses his staff when he is imprisoned by Saruman, but  later he has it again. Or so it seems. Actually, its a visibly  different staff. He also seems to lose his hat, but he leaves it on  his horse, whose fate is never established. It doesnt seem  implausible that it could have made its way back to Rivendell, just  as Bill the pony is expected to do later in the movie, so that  Gandalf could have retrieved his hat when he made his way there  himself.