In the extended edition (this is the only part I've seen, because I'm sad), the Saruman death scene happens on Orthanc. Gandalf & Co. ride up, shout at S., who shouts back awhile. Grima comes slouching up from behind, whereupon Theoden gives Frodo's lines about coming back. Grima looks nervous, gets smacked by Saruman in the face, and says he can't. He then looks beautifully angsty whilst the White Wizards continue their argument, and finally stabs Saruman in the back. Then for no reason Legolas strings his bow and shoots him.