And it is told of Maglor that he could not endure the pain with which the Silmaril tormented him; and he cast it at last into the Sea, and thereafter he wandered ever upon the shores, singing in pain and regret beside the waves.
(…)
He it was that made music for the dance and song of Lúthien, before Beren came to Doriath; and he had loved her, and set all his thought of her in his music. He became the greatest of all the minstrels of the Elves east of the Sea (…). But seeking for Lúthien in despair he wandered upon strange paths, and passing over the mountains he came into the East of Middle-earth, where for many ages he made lament beside dark waters for Lúthien, daughter of Thingol, most beautiful of all living things.
John Ronald Reuel Tolkien, The Silmarillion