According to Mahabharata, along with Dhritarashtra and Gandhari, Kunti and Vidura too went to the forest. Later, the first three perished in a forest fire, whereas Vidura died like a sanyasi.
That understood, we move to Srimad Bhagavatam. In this only Dhritarashtra and Gandhari die in the forest. Kunti passes away on hearing the news of Krsna's disappearance. Vidura on the other hand meets Uddhava and then proceeds to Maitreya Maharshi's ashram. Here he listens to the stories of Varaha and Kapila avataras as well as Sati's and Dhruva's stories.
The question is: why is there such an irreconcilable difference between the Mahabharata and Bhagavatam? (This is not the only difference though.)