The book series that features the characters Frodo and Gandalf is "The Lord of the Rings," written by J.R.R. Tolkien. This epic fantasy trilogy consists of three volumes: "The Fellowship of the Ring," "The Two Towers," and "The Return of the King." The story follows the journey of Frodo Baggins, a hobbit tasked with destroying a powerful ring, while Gandalf serves as a wise and powerful wizard guiding him and his companions throughout their perilous quest. The series is celebrated for its rich world-building, intricate mythology, and exploration of themes such as friendship, bravery, and the struggle between good and evil.