Spoiler:
Gandalf IS in the next two films. After a titanic battle with the Balrog, neither of them are exactly alive at the end of the fight.However, the god-like people that sent Gandalf and his kind to the world (there are only five such wizards, of which only three are seen in the books and two in the films) decide that Gandalf should be sent back- both because Sauron must be fought and because the whole Saruman thing is an embarrassing cock-up for them (the five Wizards were meant to be there to FIGHT him, not join him!) Gandalf returns- for a time- more powerful than before, until the task is done.
A note to other book fans- keep answers like this very simple. I could start waffling on about Istari and Valar and so on to fully explain all that, but it would mean bog-all to To and is unnecessary. It's a good idea to keep answers simple.