I earlier endorsed The Complete Guide to Middle Earth by Robert Foster.
But if you're really into Tolkien and literary oddities, check out J.E.A. Tyler's The Tolkien Companion (as a matter of aesthetics, principle, and everything that is good on this earth, I normally don't endorse anyone with four names, btw).
It's not nearly as thorough as Foster's book.
And in fact, as a youngster I found its lack of information downright maddening at times.
It wasn't until years later that I realized it came out in 1976 from St. Martin's Press. . . the year before George Allen & Unwin released The Silmarillion.
So J.EA. put together that companion, with lots of material from the First Age of Middle Earth (which is the subject of The Silmarillion) from a close reading of The Hobbit and The Lord of the Rings trilogy. In light of that incredible handcuff, J.E.A.'s 500-page book was quite an accomplishment.
I can't imagine his and St. Martin Press's enormous disappointment when the book became obsolete just a year later with the release of The Silmarillion, but it apparently sold well enough to merit a paperback release.