The sword that Aragorn bore during the War of the Ring had an ancient and noble history. It was Aragorn himself who chose the name Andúril, 'Flame of the West', for the weapon, but it dated back long before Aragorn's time, and had formerly carried the name of Narsil describing the light of the Sun and Moon, light with which the blade had shone.
The sword was originally forged by the famed Dwarf-smith Telchar of Nogrod during the First Age. On its blade it carried the device of the crescent Moon and rayed Sun, reflecting its name and its nature. The ancient history of the sword is not recorded in detail, but in the late Second Age it was borne by Elendil of Númenor, who became High King of the Dúnedain in Middle-earth. Elendil wielded Narsil in the War of the Last Alliance, but in his climactic final battle with Sauron, the sword was broken and its light extinguished.
The shards of the broken sword were recovered by Elendil's heir Isildur, who took them with him as he set out from Gondor to make his way to the High King's seat in the North. On that northward journey, Isildur and his companions were ambushed by Orcs, and almost all were slain. Seeing that defeat was inevitable, Isildur passed the shards to his squire Ohtar, commanding him to carry them safely away from the battle.
With a single companion, Ohtar fled into the darkness and eventually crossed the Misty Mountains and made their way to Rivendell, where they found Isildur's young son and heir, Valandil. So, though Isildur and almost all his party were lost, the Shards of Narsil were saved from the Orcs. Nonetheless, the sword had been shattered and its light was darkened.
The Remaking of the Sword
The shattered shards of Elendil's sword were kept by his heirs in the North-kingdom through the length of the Third Age. Indeed, they seem to have actually been carried at times, as Elendil's distant descendant Aragorn had them with him when he found Frodo and his companions in Bree. Aragorn led the Hobbits through many dangers to reach Rivendell, where the Company of the Ring was formed.
At this time the smiths of Rivendell took the broken Shards of Narsil and reforged them into a new sword, to be wielded by Aragorn as he went to reclaim his ancient ancestor's Kingship. As it had been when Elendil had borne it, the reforged sword was bright with the light of the Sun and Moon,1 and Aragorn chose a new name for it. He took its new name from the red light of the Sun trapped within the blade, and it became Andúril, the Flame of the West.
Aragorn carried the Flame of the West with him as he travelled with the Company of the Ring. After coming to Lórien, he received a gift from Galadriel: a scabbard prepared for the sword, decorated and jewelled, and inscribed with the sword's history in runic symbols. That scabbard held a protective enchantment, so that the blade it held would not be broken, even if its wielder should be defeated. This was a particularly apt charm, given the origins of the sword in the broken Shards of Narsil.
The Flame of the West saw battle many times during the War of the Ring. Aragorn used the blade during the Battle of the Hornburg, and lifted it aloft to rally the Men of southern Gondor to the Battle of the Pelennor, where he wielded it to deadly effect. At the debate of the commanders that followed the Battle, Aragorn unsheathed Andúril, and swore that he would not sheathe it again until the final battle was decided. From Minas Tirith he led his armies northward to the Black Gate of Mordor, where the final battle of the War was indeed fought. Aragorn must have carried his unsheathed blade to that battle, and though it seemed hopeless, the destruction of the Ring brought about ultimate victory for the Captains of the West.
After the Fall of Sauron and the end of the War of the Ring, the Flame of the West is not mentioned again. Such a famous sword would have been held in honour even in peacetime, and would presumably have become an heirloom of Aragorn's house. So, though we're not told the fate of the Flame of the West, we might imagine that the sword Andúril went on to be held by Aragorn's son Eldarion, and his successors, into the Fourth Age.
Notes
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The brightness of the sword's blade is emphasised several times, but it is not entirely clear how literally this is meant (that is, whether the Flame of the West literally shone, or simply gleamed in the reflected light of the Sun or Moon). It was not unusual for blades made by Elven-smiths to shine with an inner light, and their weapons would commonly glow blue when Orcs were nearby. The former name of the sword, Narsil, described the light of the Sun and Moon shining from its blade, so it seems reasonable to assume that the smiths of Rivendell had succeeded in rekindling that light. When we're told, for example, that '...the bright blade of Andúril shone like a sudden flame as [Aragorn] swept it out.' (The Two Towers III 2, The Riders of Rohan), it seems that the Flame of the West literally shone like a flame, and didn't merely glint fiercely in the sunlight.
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