Athelas:
An herb brought from Numenor. In the rightful king's hands it acted as a cure for many ills. Aragorn used it in his attempt to heal Frodo of the wound caused by the Morgul-knife, though with little success. The dried leaves were more effective in the injuries sustained in the Mines of Moria however. Athelas was especially effective against the Black Shadow, as it affected Merry, Eowyn and Faramir. It did not grow wild in Middle-Earth, except in the areas where the Dunedain had camped or lived.
Asea Aranion:
Athelas, as it is called in the Valinorean Tongue.
Arod:
A horse of Rohan. Arod is described as being a lighter horse and also a bit more hot blooded than the usual Rohirrim mount. This was the horse loaned to Legolas and Gimli.
Alfirin:
This golden flower was known to grown in Lebennin.
The Ages of the Trees:
The ages that passed while the Two Trees were alive. They were only counted within Aman.
The Ages of the Stars:
These passed outside Aman, while the Trees lived, and after the Two Trees died, until the first rising of the Sun.
The Ages of the Lamps:
These lasted from the time that Almaren, the island that the Valar made their home, until the assault by Melkor, in which the Lamps were toppled. The Ages of the Lamps ended in fire and war.
The Ages of the Sun:
These lasted from the first rising of the Sun until present day. There were four Ages recorded:
The First Age of the Sun (The Elder Days)
The Second Age of the Sun (Sometimes counted in the Elder Days)
The Third Age of the Sun
The Fourth Age of the Sun (The Dominion of Men)
More information can be found under the individual entries for each
of the Ages, under Events in Middle-Earth or
Timeline for the History of Middle-Earth.

Bill:
The pony bought in Bree. He had a talent for finding paths and became friends with Samwise Gamgee. Bill carried their packs from Bree to Rivendell and then to the East Gate of Moria.
Beornings:
Men, ruled by the descendants of Beorn. They lived between the Misty Mountains and Erebor and Dale.
Bumpkin:
One of the ponies belonging to Merry. Bumpkin was named such during
the hobbits stay with Tom Bombadil. When the Prancing Pony Inn was raided,
the ponies fled to Bombadil, who later sent them to Butterbur. 
Crebain:
A type of bird native to Dunland. Aragorn saw them in Hollin where they were obviously being used as spies by either Saruman or Sauron or both.
Corsairs:
Many of the Corsairs were originally Black Numenoreans, who followed Sauron. The Corsairs of Umbar were a long-time scourge of Gondor, attacking the coastal towns and the harbors such as Pelargir. The sails of the ships were black and the Corsairs used slave labour to aid the propulsion of their ships. Their main harbor was most likely Umbar, as they were known as "The Corsairs of Umbar". Their number was reduced by Thorongil in the later years of the Third Age and their last recorded attack was in the War of the Ring, where they were forstalled by Aragorn and the Grey Company along with the Dead Men of Dunharrow.
The Circles of the World:
The world and the heavens surrounding us. 
The Dunedain:
The Men of the West, those descended from the survivors of the destruction of Numenor. The Dunedain of the south founded the kingdom of Gondor, while those of the north founded Arnor. The surviving Dunedain of the North Line after the death of its last King became the Rangers, who protected places like the Bree-land and The Shire.
The Dead Men of Dunharrow:
Ghosts, fated never to rest until they fulfill an oath they broke to Isildur. They fulfilled that oath in the days of Aragorn, during the War of the Ring in 3019, after which they never disturbed Middle-Earth again. Freed from the curse laid upon them by Isildur, they probably left the Circles of the World as is the fate for all of the Edain.
Dwimmerlaik:
The Rohirrim word for any ghosts. These included the Lord of the Nazgul. For so he was called by Eowyn.
Dalemen:
The Men of Dale, both before its destruction by the dragon Smaug and after it was rebuilt. There was one peculiarity to the Dalemen, they could understand the speech of thrushes. It was by this method that the weakness of Smaug was told to Bard.
The Men of Dale used to have the trick of understanding their language,
and used them for messengers to fly to the Men of the Lake and elsewhere.
The Hobbit, page 217.
After the rebuilding of Dale, Bard became its first king.
Dunlendings:
The Men of Dunland. They had a long-running hatred of the Rohirrim who had taken most of their land when it was given by Gondor. This hatred flamed up many times in their history. The last recorded time was the Battle of the Hornburg. In that battle the Dunlendings were allied with Saruman.
They had their own language and customs. Their language sounded to most people to be the screaming of birds and beasts.
During's Crown:
The Dwarves name for the Plough, also called the Sickle.
Durin's Day:
The first day of the Dwarves New Year. It was on this day that Bilbo
and the dwarves in the quest of Erebor gained entrance to the Lonely
Mountain. 
Eored:
A company of Rohirrim cavalry. It consists of a minimum of 120 horsemen.
Elanor:
A golden flower that grew in Lothlorien. The name translates as "Sun-star" from el meaning star, and anor which translates as sun. It was described as a small golden flower.
Entmoot:
A gathering of ents. According to Treebeard, this is extremely rare.
Entmoots also last for a long time. The one mentioned in the Lord of
the Rings lasted for three days, and that was considered a short one.

Flets:
The homes of the Galadhrim. Flets were platforms built in trees. Some were more complex than others.
Fang:
Another of the dogs belonging to Farmer Maggot.
Fatty Lumpkin:
The pony belonging to Tom Bombadil. Fatty Lumpkin was a larger pony, probably between 13.2 hands and 14.2 hands if the border point between horses and ponies was the same in Middle-Earth. He was also an older pony.
The First Age:
The First Age of the Sun. The beginning of the First Age of the Sun
was when the Sun first rose, and the end, when Beleriand was destroyed
in the war between the Valar and Morgoth. Other events in the First
Age included the following:
The building of Gondolin
Morgoth's breeding of the race of Dragons
The Eldar meeting the Atani in Beleriand
The first of the Noldor to meet any of the Atani was Finrod Felagund and he met with the House of Beor.
The Quest of the Silmaril
This ended with Beren wedding Luthien and of this line came Elwing and eventually the Half-Elven and the line of the Kings of Numenor.
Nirnaeth Arnoediad, The Battle of Unnumbered Tears
Dagor Aglareb, the Glorious Battle
The Fall of Gondolin, the longest lasting of the realms of the Elves
in Beleriand
This is a small selection of the events of the First Age of the Sun.
The Fourth Age of the Sun:
The Fourth Age of the Sun was the beginning of the Dominion of Men.
The Rings of Power had either been destroyed or had lost their power,
the Keepers of the Three and the Ringbearers had sailed into the West
and a King had returned to Gondor. Aragorn, the first king of the Reunited
Kingdom was crowned in the last years of the Third Age of the Sun, and
died in the year 120 of the Fourth Age. This is the final Age recorded
in the Red Book that we know of. The majority of the remaining Elves
left Middle-Earth in this Age. 
Grip:
One of the three dogs belonging to Farmer Maggot 
Haradrim:
The Men of Harad. Also called Southrons, the Haradrim served Sauron. It was the Men of Harad who used the Mumak as war-beasts in the War of the Ring.
Hasufel:
The horse Eomer loaned to Aragorn.
Helm of Hador:
Another name for the Dragon Helm of Dor-lomin
Half-Orcs:
Bred by Saruman in Orthanc, the Half-Orcs were used as spies and soldiers in his search for the One Ring and his fight with Rohan. They were bred from Men and Orcs. Some were less orc-like than others, and they were the ones usually used for spies.
But there were some others that were horrible: man-high,
but with goblin-faces, sallow, leering, squint-eyed. Do you know, they
reminded me of that Southerner at Bree; only he was not so obviously
orc-like as most of these were.
The Lord of the Rings page 589.
Huorns:
These are trees that are able to move. In Fangorn Forest, they were cared for by the Ents. It is believed that many of the trees of The Old Forest were also Huorns, given their behavior as Merry said (The Lord of the Rings page 125):
They do say the trees do actually move, and can surround
strangers and hem them in. In fact long ago they attacked the Hedge:
they came and planted themselves right by it, and leaned over it.
Treebeard supported this idea when he was asked about it by Merry. 
Ithildin:
A substance made of Mithril. It was only visible under the light of moon and stars after certain words were spoken: (The Lord of the Rings page 322):
They are wrought of ithildin that mirrors only starlight
and moonlight, and sleeps until it is touched by one who speaks words
now long forgotten in Middle-Earth.
One location ithildin was used was the West Gate of Moria. There are
no surviving records of other places using ithildin, though likely the
city Ost-in-edhil had used ithildin before it was ruined. This was the
city that the Dwarves had created the West Gate to trade with. 
Kingsfoil:
The name for Athelas in the Common Speech. It was by this name that
Ioreth knew Athelas. 
Leaf:
A name for Pipeweed. The best leaf was grown in the Southfarthing of
the Shire. 
Mithril:
A metal found only in Khazad-dum, it was highly prized by the Atani, Eldar, and the Dwarves. Sauron coveted it and did his best to collect it all. Mithril was called True-silver and many other names. It could be forged into a light hard substance like steel, it had the shine of silver but never tarnished. After the discovery of the Balrog, when Khazad-dum was abandoned and gained the name the Mines of Moria, most of the Mithril was gathered by the goblins and orcs inhabiting Moria and given to Sauron in tribute. By the end of the Third Age of the Sun, the only mithril items known (or named) were Bilbo's dwarf mail, the Elven Ring, Nenya, the helms of the Guards of the Citadel of Minas Tirith. Mithril had many uses including Ithildin, as seen on the gates of Moria.
Mallorn:
Mallorn trees had silver trunks and golden leaves and flowers. The leaves stay on the trees until spring, when the wood becomes roofed and floored with gold, with silver pillars. The only places in Middle-Earth that Mallorn Trees grew were Lothlorien and later one grew in the Party Field in the Shire. This single Mallorn was the gift of Galadriel to Sam Gamgee, and it was the only Mallorn west of the Mountains and East of the Sea.
Mallos:
A golden flower known to grow in Lebennin. 
Niphredil:
A flower growing in Lothlorien. It was most probably a pale white flower.

Old Man Willow:
A bit of an enigma. Old Man Willow is most probably one of the Black Huorns of the sort mentioned by Treebeard.
Onondrim:
The elvish name for the race of Ents.
Olog-hai:
A race of trolls. The Olog-hai were different from most trolls in that
they were cunning and able to stand the sunlight. Most likely they spoke
the Black Speech. They were bred by Sauron and it was unlikely they
long survived his downfall. 
Pipeweed:
An herb grown by the hobbits.
The Lord of the Rings, page 21:
All the same, observations that I have made on my own
many journeys south have convinced me that the weed itself is not native
to our part of the world but came northward from the lower Anduin, whither
it was, I suspect, originally brought over the Sea by the Men of Westernesse.
The "art" of smoking pipeweed spread from the hobbits to Men, Dwarves and Wizards most likely through Bree.
The true pipeweed was discovered and first grown in the Shire by Tolbold Hornblower.
The Party Tree:
A tree in the field behind Bag-End. At Bilbo's 111th birthday it was
enclosed in the family pavilion. It was covered in lights and after
dinner, Bilbo spoke his farewell speech under it. The Party Tree, as
it was know afterwards, was cut down by Saruman and the ruffians he
had brought in to the Shire in the year 3019. Sam planted the seed he
was given by Galadriel in it's place and there grew the only Mallorn
between the Misty Mountains and the Sea. 
Rohirrim:
The people of Rohan. The land of Rohan was given to Eorl the Young in reward for their aid in the Battle of the Field of Celebrant. For Eorl and his men arrived just in time to save Gondor from losing the battle.
The Rohirrim were amazing horse-breeders and horsemen. Always they were allies of Gondor, aiding her when they were able.
Rhymes of Lore:
The Rhymes of Lore were a way of remembering old facts. The only one recorded was:
Tall Ships and tall Kings
Three times three,
What brought they from the foundered Land
Over the flowing sea?
Seven stars and seven stones
And one white tree.
The Lord of the Rings page 620
Pippin says that Hobbits have their own rhymes of lore, so it is likely
that each people or culture had their own set.
Shadowfax:
The horse that Gandalf found in Rohan. Shadowfax was described to the Council of Elrond (The Lord of the Rings page 280): And there is one among them that might have been foaled in the morning of the world. The horses of the Nine cannot vie with him; tireless, swift as the flowing wind. Shadowfax they called him. By day his coat glistens like silver; and by night it is like a shade, and he passes unseen.
Shadowfax was the lord of the Mearas, those horses that only the lords of Rohan could ride, descended from the horse of Eorl. It is almost certain that he passed into the West with Gandalf and the Ringbearers in the year 3021 in the Shire Reckoning.
Shadowfax was given to Gandalf by Theoden, during the War of the Ring.
Stybba:
The pony given to Merry by Theoden.
Strider:
The pony that Frodo rode back from Minas Tirith and rode on the journey to the Grey Havens.
Sharp-Ears:
One of the ponies belonging to Merry. Sharp-Ears was named such during the hobbits stay with Tom Bombadil. When the Prancing Pony Inn was raided, the ponies fled to Bombadil, who later sent them to Butterbur.
Swish-Tail:
One of the ponies belonging to Merry. Swish-Tail was named such during the hobbits stay with Tom Bombadil. When the Prancing Pony Inn was raided, the ponies fled to Bombadil, who later sent them to Butterbur.
Simbelmyne:
These were the flowers that grew on the Rohirrim barrow-graves. The translation from the Rohirrim tongue is "evermind".
Upon their western sides the grass was white as with
a drifted snow: small flowers sprang there like countless stars amid
the turf.
The Lord of the Rings page 529.
The flowers were special in that they bloomed in all four seasons, winter, spring, summer and fall:
Evermind they are called, simbelmyne in this land of
Men, for they blossom in all the seasons of the year, and grow where
dead men rest.
The Lord of the Rings page 529.
The Second Age of the Sun:
In the beginning of this Age, Numenor was raised as a reward for the
Edain that had fought on the side of the Valar. Near the end of the
Age, Numenor was destroyed and the end of the Age was the end of the
War of the Last Alliance. 
The Two Trees:
Created by Yavanna, the Two Trees were grown in Valinor. They gave out light in a fourteen hour cycle. The first cycle began the Ages of the Trees. These ages lasted until Melkor and Ungoliant killed and poisoned them. Now the only remaining sample of this light is in the Silmarils.
The Third Age of the Sun:
The Third Age of the Sun was an age of fighting against Sauron. The end of the Age was the War of the Ring and the events surrounding that war. Some of the events in this Age included:
The death of Isildur and the loss of the One Ring
The rise and fall of the North Kingdom of Arnor
The forging of the Rings of Power
The ending of the line of the Kings of Gondor
The taking of Minas Ithil:
After this, Minas Ithil was renamed Minas Morgul and Minas Anor, Minas Tirith, the Tower of Guard
The forging of the One Ring
The enslavement of the Nazgul
Smaug's coming. The ruin of Dale and of the Lonely Mountain
The coming of the Istari:
Annatar (One of the Blue Wizards)
Pallando (The other Blue Wizard)
Radagast the Brown
Curunrir (Saruman the White)
Olorin (Gandalf the Grey, also called Mithrandir)
The destruction of Smaug and the re-taking of Erebor
The finding of the One Ring
Sauron's hunt for the Ring
The destruction of the One Ring
The sailing of the Keepers of the Three and the Ringbearers
The end of the Third Age came when the Ringbearers Frodo, and Bilbo Baggins sailed with the Keepers of the Three Rings, into the West in the year 3021 of the Third Age.
Some of the events were described in the Red Book of Westmarch. Those parts published now bear the names The Hobbit and The Lord of the Rings.
The Timeless Halls:
The dwelling-place of Iluvatar and of the Ainur. 
Uruk-hai:
A race of orcs. The Uruk-hai were larger and more able to stand the
sun. They were bred by both Sauron and Saruman. They first appeared
late in the Third Age. By the time of the War of the Ring, they were
the common soldiers for both Saruman and Sauron. 
Variags:
The Variags of Khand were Men who were allied with Sauron at the time of the War of the Ring.
The Void:
The Timeless Halls and the Circles of the World are contained within
the Void. 
The White Tree:
Created by Yavanna for the Elves, a seedling of the White Tree, called Nimloth, was given to the Numenoreans, where it grew in the Kings Court at Romenna. Just before the downfall of Numenor, a seedling was stolen by Isildur. It was safe on one of the of the ships that escaped the downfall, and was first planted in Minas Ithil. After the War of the Last Alliance, one of the seedlings was planted in Minas Anor, later Minas Tirith. This tree died in 1636 in the Great Plague. Another seedling was planted after by king Tarondor. This tree died in 2852 and no sapling or seed could be found to replace it so it was left standing. Aragorn found a sapling on the slopes of Mindoluin and replaced the dead Tree.
Wolf:
The third of Farmer Maggot's dogs.
Wise-nose:
One of the ponies belonging to Merry. Wise-nose was named such during the hobbits stay with Tom Bombadil. When the Prancing Pony Inn was raided, the ponies fled to Bombadil, who later sent them to Butterbur.
White-socks:
One of the ponies belonging to Merry. White-socks was named such during
the hobbits stay with Tom Bombadil. When the Prancing Pony Inn was raided,
the ponies fled to Bombadil, who later sent them to Butterbur. White-socks
seems to have been the smallest of the ponies. 