Why doesn't Saruman steal his Ring from Gandalf when he is holding him prisoner? Isn't he aware that Gandalf holds one of the Three? Wouldn't Gandalf have told his superior sometime over the previous thousand years? Or is he unable to take it away against Gandalf's will?
BTW, how about that auto-homing staff of Gandalf? Saruman takes it away, and he doesn't have it when he escapes on eagle back. But then he has it again in Rivendell.
He presumably loses it again on the Bridge, but then he has it again (also presumably his sword Orcrist) in TTT.
As for why Saruman didn't take the ring, I wondered if there might be some secrecy surrounding Gandalf's possession of the ring. At the end of RotK, there's some mention that only then was Gandalf actually wearing the ring openly. So perhaps Saruman didn't know Gandalf possessed it.