I think the mystery of the entwives is such a poignant thing. The idea that every ent's death means the entire species is one step closer to oblivion. The idea that the ents are just lonely all the time because they're missing their loved ones.
It is pretty funny the way Treebeard just says they lost them and cannot find them. One theory is that the moving elm tree that Sam heard about in The Shire could have been an entwife. But, it seems more likely to me that it's an Ent that was looking for the entwives. Who knows, there's always hope.
One great thing about Tolkien is that he just doesn't answer questions like this. I think he always talked about them like he had theories about them, but he didn't really know. So, there's no "word of god" about what happened to them.
Tom Bombadil is the obvious one, I feel like the Entwives is sorta known even if it's not explicitly explained (they got scorched during the last great war, probably. In either case, they're definitely dead (probably)).
Always liked the brief mention of unknown beings beneath Moria. One of Tolkiens great talents was adding depth to the world even when it wasn't explicitly called for. It really drives home that the world is big and ancient, and the tale is only one very small part of it.
Actually, now that I think about it, the whole thing regarding the Blue Wizards (the two Wizards that went east) is probably my favourite. Wtf were they up-to?
We know 3 of the Istari and only Gandalf kept on task. Saruman turned evil and Radagast just did his own thing. So, they probably set up shop somewhere and tended oliphants or something. It's possible they turned evil, but I don't think so given that we never hear about them. If they turned evil I'd assume they would have shown up during the attack on Minas Tirith.
If I had to bet, I'd say they were killed by the easterlings and Eru was so disappointed in their performance that he didn't bother returning them.