If Lord of the Rings saga wasn't enough to satiate your hunger for Middle-earth, the five-volume Histories of Middle-earth boxed set has more – dozens of lost tales, epic poems, maps, author notes, sketches, and a fully detailed history of Middle-earth.
The Book of Lost Tales (Part One and Two) contains the only full explanation of the fall of the secret elven city of Gondolin and a fascinating account of the First Awakening of Men as told by the elf Gilfanon, as well as notes and commentary on the coming of the elves and the darkening of Valinor.
The Lays of Beleriand features two epic poems dealing with the legends of the Elder Days: “The Lay of the Children of Hurin” in alliterative verse and “The Lay of Leithian” in octosyllabic couplets.
The Shaping of Middle-earth contains prose fragments and historical tales of what would become The Silmarillion.
The Lost Road and Other Writings is a time travel companion to C. S. Lewis's Out of the Silent Planet. (In 1968, the two authors agreed to write tales about what Lewis termed “what we really like in stories.”)