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Was anything known about the other two Istari?

From: The Tolkien FAQ by William D.B. Loos

Very little. No names given them in Middle-earth are recorded, just the title Ithryn Luin, 'The Blue Wizards' (for they were clad in sea-blue) (their names in Valinor were Alatar and Pallando). When the Istari first arrived in Middle-earth, Saruman and the Blue Wizards journeyed into the east, but only Saruman returned. The Essay on the Istari says:
    "Whether they remained in the East, pursuing there the purposes for which they were sent; or perished; or as some hold were ensnared by Sauron and became his servants, is not not known."
    (Unfinished Tales, p. 390)
Tolkien speaking as himself was only barely more explicit. In a letter he said that he knew "nothing clearly" about the other two: 'I think they went as emissaries to distant regions, East and South, far out of Númenórean range: missionaries to enemy-occupied lands, as it were. What success they had I do not know; but I fear that they failed, as Saruman did, though doubtless in different ways; and I suspect they were founders or beginners of secret cults and "magic" traditions that outlasted the fall of Sauron.' (The Letters of J.R.R. Tolkien, p. 280).

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