I have found that one of the most useful books about The Silmarillion and The Lord of the Rings to be Unfinished Tales. It is a book containing several stories and essays by Tolkien that were never finished. It, like the History of Middle-Earth was put together by Tolkien's son Christopher Tolkien. What the Unfinished Tales has is the detailed movements of the Nazgul, the reason for the Quest of Erebor, The oath of Cirion and Eorl (referred to in the Lord of the Rings) and several other interesting things, such as a lot of detail on the Numenorean lifestyle. The stories are still rough and sometimes still in manuscript form though they are fascinating.
Among the fascinating things in the Unfinished Tales is the full history of the Disaster of the Gladden Fields, More information on the Hunt for the Ring, and the history of the Woses in Druedain Forest. I found that the book really answered a lot of my questions, such as what happened in the battle of the fords of the Isen where Theoden's son died. This was referred to by Wormtongue in the Two Towers, though no information was given in the Lord of the Rings.
According to the Unfinished Tales, the Dagorlad (Sindarin for "The Battle-Plain") was the site for many other battles, besides that of the Last Alliance.
Other things the Unfinished Tales has include:
The full story of the Quest of Erebor
The story of the choosing of the Istari
The History of Galadriel and Celeborn
The list of the Kings of Numenor and a brief history of each
The full Narn I Hin Hurin, or The Tale of the Children of Hurin. This
history deals mostly with Turin
The Hunt for the Ring
A description of the Palantiri and how they work
Tolkien Encyclopedias
A-Z of Tolkien, by David Day
The Illustrated Encyclopedia, by David Day
The Complete Guide to Middle Earth, by Robert FosterThe two best encyclopedias on Tolkien that I have found are the A-Z
of Tolkien and The Complete Guide to Middle-Earth. The Illustrated encyclopedia
is pretty good but there are a few errors:
The picture of Merriadoc Brandybuck has him in the armour of Gondor
and the picture of Peregrin Took in the armour of Rohan, Pages 260 and
261.
It also says that Minas Ithil translates as The Tower of the Sun, on
page 101.
Other favourites include:
The Lost Road in the History of Middle-Earth, volume 5 (also called
The Lost Road). This is a time travel story involving Numenor and several
legends and periods of history.
The Notion Club Papers in Sauron Defeated. This is a somewhat different
and more developed tale of Numenor set in "modern" England. I wrote
an essay on it called A comparison study of the
Numenorean Legends.
