So the TV series of Monkey concludes - whichever episode you watch last - with the pilgrims continuing on their way, never actually reaching India. But there is an ending to the story if you go back to the original story by Wu Cheng'en...
My copy (also titled Monkey) is a heavily abridged version of the full story of the Journey to the West, but the last 3 chapters, out of 30 total, tell the end of the story. Here's a brief overview of how it goes:
Having passed through many inhospitable lands, the pilgrims finally come to one where the people are friendly.
"'Monkey, that's a fine place,' said Tripitaka, pointing to it with his whip.
'Considering,' said Monkey, 'how often you have insisted upon prostrating yourself at the sight of false magicians' palaces and arch-impostors' lairs, it is strange that when at last you see before you Buddhas's true citadel, you should not even dismount from your horse.'"
To reach Buddha's palace they have to cross a wide river. It has a bridge, but "the bridge consisted simply of slim tree trunks laid end on end, and was hardly wider than the palm of a man's hand." Monkey goes across but the rest are too scared, so they stay on the bank until a ferry appears. However, the ferry boat has no bottom.
"'You may well think,' said the ferryman, 'that in a bottomless boat such a river as this could never be crossed. But since the beginning of time I have carried countless souls to their Salvation.'"
Tripitaka still hesitates, until Monkey pushes him on board. With no bottom to the boat, he goes straight into the water and the ferryman fishes him out. From the boat Tripitaka, and the others, see Tripitaka's body float down the river. Tripitaka has "discarded his earthly body."
They then get to the Temple of the Thunder Clap and meet Tathagata Buddha, who gives Tripitaka a selection from the scrolls of the Scriptures to take back to China. However, the two spirits that hand over the scrolls play a trick on Tripitaka when he doesn't give them any gifts; the "commission" they feel is their due. The scrolls they hand over are blank.
A lesser Buddha and a character called "The White Heroic Bodhisattva" come to their aid, exposing the fraud before they get too far on the way back. Monkey takes them straight back to Buddha and they get replacement scrolls, this time with writing on them. Buddha says:
"As a matter of fact, it is such blank scrolls as these that are the true scriptures. But I quite see that the people of China are too foolish and ignorant to believe this, so there is nothing for it but to give them copies with some writing on."
Kuan-yin points out to Buddha that it took the pilgrims 5,040 days to reach the temple, and they have been given 5,048 scrolls. He suggests that it should take 8 days for them to get back to China so the two figures are equal. Buddha agrees to this, so they don't have to walk back, instead they are given 8 "Vajrapani" spirits who will fly them back to China in the requisite 8 days.
Kuan-yin is apparently obsessed with some form of numerology.
"'In our Faith,' said the Bodhisattva, 'nine time nine is the crucial number. I see that the number of calamities listed here is eighty, thus falling short by one of the holy number.'"
The "calamities" here being the number of encounters the pilgrims had on their way to the temple. So presumably there would still be a number of these "calamities" that never got made into TV episodes...
The upshot of this is that they have to have one calamity on the way back, and for this to happen Kuan-yin arranges for the Vajrapanis to drop the pilgrims on their way back. They land in a river and the scriptures get wet, necessitating them being rolled out to dry in the sun. One of them is damaged when they pack them all up again.
"That is why the Lalitavistara as we have it today is incomplete, and why there are still traces of writing on the Rock Where the Scriptures Were Dried."
This done, the Vajrapanis magic them the rest of the way back to China. The delay helps the journey back to last the full 8 days.
Back at the capital of China, they meet the Emperor and the priests from Tripitaka's old temple, who were alerted to his return by a pine-tree magically bending towards the east.
Tripitaka tells the Emperor the story of his travels and shows his passport with stamps from all the countries they passed through. The Emperor composes an "Introduction to Buddha's Holy Teachings" to go with the scriptures, and because he's the Emperor everyone has to say how talented he is.
Tripitaka sets about organising for the scriptures to be copied, then is about to give a public reading when the Vajrapanis arrive to take the pilgrims back to the west. Assembled before Buddha, they receive their rewards: Tripitaka and Monkey become Buddhas - Tripitaka is the "Buddha of Precocious Merit" and Monkey is the "Buddha Victorious in Strife" - Pigsy is made "Cleanser of the Altar" and has a strop about not being made a Buddha too. Sandy becomes the "Golden Bodied Arhat" and Yu Lung is promoted to "one of the eight senior Heavenly Dragons."
Finally Monkey asks if he can be released from the golden headband (or "fillet" as it is called in the book) so he will no longer be subject to the Headache Sutra, and Tripitaka points out that it is already gone.