... yes, he wrote a text with Sam telling his children about his adventures during the war of the ring (quite cute text... and he calls his daughter elanorelle or something like that 🙂 ), published in one of the histories of middleearth. There is also another text taking place in the Fourth Age, called "The New Shadow", but it takes place about 100 or 200 years later and isnt connected to the fellowship anymore.
Tolkien wrote an epilogue that takes place a number of years after the Grey Havens with a focus on Samwise, Rosie, Elanor, and the rest of the Gamgee clan (12 kids). The epilogue ending is enchanting, and deals with Sam's relationship with his daughter, Elanor. She is excited because they have all been invited to meet with the King and Queen . . and, I believe, spend the summer with them. It's primarily a conversation . . but it is so clear that Sam adores the child that Frodo named. The ending has Sam and Rosie listening to the sounds of the sea on the shores of Middle-earth.
From HoME series:
In the second draft of the Epilogue, it is the evening of March, 25, 1436. His elf-like, golden-haired daughter Elanor is celebrating her fifteenth birthday. They sit close together in the firelight as Sam writes notes for the Red Book.She says it's sad that Frodo had to leave The Shire and her Dad. Sam replies it's not really sad anymore. He is blessed with a loving family and financial independence. Then he takes her hand, strokes her golden hair and says:
"And there is one other reason, which I shall whisper to you, a secret I have never told before to no one, nor put in the Book yet. Before he went Mr. Frodo said that my time maybe would come. I can wait. I think maybe we haven't said farewell for good. But I can wait. I have learned that much from the Elves at any rate. They are not so troubled about time."
Later that evening, Sam and his wife Rose stand at the door looking up at the stars. He kisses her and says he is blissful and content. "They went in, and Sam shut the door. But even as he did so, he heard suddenly, deep and unstilled, the sigh and murmur of the Sea upon the shores of Middle-earth."
I'm actually quite misty-eyed when I first read it. 🙂
Tolkien scrapped that alternative ending though and left with what we have today. 🙂
Sam's line in the movie "Don't leave me here all alone. Don't go where I can't follow" was already a foreshadowing of their separation. 🙁 Frodo when he left for Valinor left Sam feeling like he can no longer follow him forever (though we know what happens), but Frodo certainly didn't leave him alone. 🙂 😉