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How did Gollum know that Bilbo had NOT been caught by the goblins?

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Gollum even remarked that he feared that the goblins would capture Bilbo and end up getting the Ring. How did he ever figure out that Bilbo was not a prisoner of the goblins but was even alive? (Bilbo had plenty of places he could have died: Mirkwood, Smaug's lair, the Battle of Five Armies, etc).

Also, how did he know that Bilbo was even telling him one word of truth? Bilbo could have made up his name and home for all he knew.
 

Squint-eyed Southerner

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True. But that's what he had to go on.

He would almost undoubtedly have found out that the goblins hadn't caught Bilbo -- they were running every which way, and shouting that he'd escaped, after all. A little sneaking would reveal they'd failed.

When he left the mountains after a couple of years, Bilbo's fame had spread, so he was obviously alive -- somewhere.

Gollum's seach is outlined in "The Hunt for the Ring".
 

Merroe

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Indeed, Gollum left the Misty Mountains to search for Bilbo, as Gandalf explained to Frodo (see Ch. 2 "The Shadow of the Past"):

Oh yes, he came out. His longing for the Ring proved stronger than his fear of the Orcs, or even of the light. After a year or two he left the mountains.

From hints dropped among the snarls I gathered that his padding feet had taken him at last to Esgaroth, and even to the streets of Dale, listening secretly and peering. Well, the news of the great events went far and wide in Wilderland, and many had heard Bilbo’s name and knew where he came from. We had made no secret of our return journey to his home in the West. Gollum’s sharp ears would soon learn what he wanted.
 

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