In The Fellowship of The Ring, Gandolf is "delayed" by Saromon (forgive me if I mis-spelled his name), and his staff is taken. However, once they reach the elves, he is shown in a scene with his staff while the council bickers over who should destroy the ring.
@IWishIKnew I haven't read it in a while myself, I prefer early Tolkien (the Lost Tales etc). Just took a look - Saruman says he's no longer white, asks Gandalf to join, locks him up on the top of Orthanc, then Gwaihir shows up and carries Gandalf off to Edoras, as he said "I was sent to bear tidings not burdens".
No staff mentioned.