Question: where do frodo and bilbo go?
Answer: It is to the Undying Lands that the White Ship sails at the end of The Lord of the Rings. The Ring-bearers, Bilbo Baggins and Frodo Baggins were among the very few mortal beings to set foot on the shores of the Undying Lands. Later Samwise Gamgee, and then Gimli and Legolas together, ventured for the Undying Lands.