Wow I never knew he spent so much time creating back stories for his characters.
I’m sorry it’s not clear to me from what you posted here: are these back stories published?
If you want the “backstory” to all of Tolkien’s legendarium, read the Silmarillion. It is tedious beyond belief but it catalogs all the threads, tales, relationships, and legacies from the Trilogy, along with dozens you’ve never heard of.
There’s quite a bit actually and The Silmarillion is a good place to start but like other’s have said, its not in the “novel” style of LOTR.
Even denser are the dozen or so volumes of “The History Of The Peoples Of Middle Earth” compiled from JRR’s notes over 50 years by his son Christopher. It’s like poring through 100,000 pages of heavily annotated academic text, but great for the true fanatic.
There’s also “Lost Tales” and “Forgotten Tales”, also compiled by Christopher, more like The Silmarillion in style. “The Children of Hurin” is a fuller version of some of the stories in the Silmarillion about men.
There’s a ton of stuff on the web too, it’s been a huge subject since the early days of the Internet. The flame war over “Do Balrogs have wings?” in the usenet newsgroups is still talked about.
Try http://tolkien.slimy.com/ , the Tolkien meta faq for some interesting stuff.
Wow I never knew he spent so much time creating back stories for his characters.
I’m sorry it’s not clear to me from what you posted here: are these back stories published?
A huge amount of his additional materials have been published, largely thanks to his son Christopher. The first of these is The Silmarillion, which was edited by Christopher Tolkien and published posthumously. Another collection of mostly new background material is called Unfinished Tales. There is also a collection of his letters (including a lot of correspondence with readers in which he answers the readers questions about the story and history) that has been published. And then, if you are really interested, there is a multivolume series (I think currently at about 13 volumes) called The History of Middle Earth. A lot of the material in this is carefully footnoted early drafts of Lord of the Rings and the Silmarillion, but there are bits of new material sprinkled throughout. The one with the most new material is one of the last volumes of this series called Morgoth's Ring.