10 Harry Potter Mysteries JK Rowling Has Actually Answered
9. What Happened To Fawkes?
In the film, it is implied that Fawkes the Phoenix flies away with a sense of permanence. In the book, we are told, "Fawkes had stopped singing. And [Harry] knew, without knowing how he knew it, that the phoenix had gone, had left Hogwarts for good, just as Dumbledore had left the school, had left the world . . . had left Harry."
This answer is less, 'What happened to Fawkes?' and a bit more, 'Why did it have to happen?'
Rowling explains that with the passing of Dumbledore, we reached the end of an era. Hogwarts would endure without him as it had after each of its other headmasters and headmistresses had passed on, but something had to change to mark the passing of this most venerable of leaders.
"Something had to leave the school for good when Dumbledore died, and I decided that would be Fawkes. Dumbledore was a very great and irreplaceable man, and the loss of Fawkes (and the fact that he was 'non-transferable'!) expresses this symbolically."