This is how Batman Rescues Gandalf the Grey and how Frodo got Abducted in Weekenders Adventures of LEGO Dimensions.

Gandalf lead everyone to across the Path, and he is the Last one. He turn around and saw the Balrog and then it Burp at him, and it going to attack him

Gandalf: You Shall Not Pass!!!

The Balrog takes a first step on the bridge but it breaks and it falls to its doom. Gandalf is gonna leave, but the whip just made him fall.

Frodo: Gandalf!!

Gandalf: Fly, you fools!

Gandalf is falling to his Doom

Frodo: Nooo!!

Gandalf grabs his Sword and began to fight the Balrog. Soon, Batman comes out of the Portal. Batman presses the button and he is ejected from the Batmobile.

Batman: Where's Robin?

Gandalf: What? Behind you!

Batman: I said, where's Robin?

Gandalf: My dear fellow. I have no idea what you are talking about. Have you tried looking in a tree?

Batman: Not a Robin. Robin. He got sucked into a weird hole in Gotham. I jumped in and it lead me to you!

Gandalf: And you are?

Batman: I'm Batman!

He uses his Grappling hook, and he grabs Gandalf and they go up

Gandalf: My Thanks.

Frodo: Gandalf!

Frodo gets sucked into the Portal with the one Ring

Gandalf: Frodo! The Ring! Frodo has the One Ring, it cannot fall into the Enemy's hands! Quickly, Fly!

Batman: I'm not actual Bat, Gandalf.

They went into the Portal and it closed

Sam: I suppose we'll just wait for them, then.