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Actually, if you read the Silmarillion, the metaphysics, the nature of the creatures of Middle Earth is explained. There is a single creator, who creates Angels of Light to create the world. One of the Angels decides he should take over, and rebels. The Result is a war for creation that only fully ends in Return of the King. Tolkein hated allegory, so it wouldn't make sense for him to do the same thing C.S. Lewis did in that series, so rather than creating an overt Christian story, he merely created a myth with Christian undertones and values and lessons. (Just revealed myself as a complete geek). If I am not mistaken (another geek will correct me), the Humans have souls, it was the nature of their choice and a gift that was given them, the Gift of Men, mortality, with the knowledge that their souls live on, the Elves don't have that, they are immortal, are bound to Middle Earth and when they die, they are gone. Again, have to read some of his "earlier" chronological works to find that stuff.

Actually, if you read the Silmarillion...

As was discussed in a couple of other posts, I'm considering the Lord of the Rings. The Silmarillion was neither completed by Tolkien nor published during his lifetime. Much of the "metaphysics" in The Silmarillion never occurs anywhere in the Lord of the Rings. When they make a movie of the Silmarillion, we can discuss that work.

If I am not mistaken (another geek will correct me), the Humans have souls, it was the nature of their choice and a gift that was given them, the Gift of Men, mortality, with the knowledge that their souls live on, the Elves don't have that, they are immortal, are bound to Middle Earth and when they die, they are gone.

I'm pretty certain that even in the Silmarillion your discussion of the souls of men and elves never occurs. And what sort of strange beings would elves be if they had no souls? Immortal but without souls -- sounds more like vampires. What about the hobbits, the dwarves, the ents, and even the orcs -- do they have souls? With such a simple yet fundamental element missing from the story, one cannot really consider it "Christian" in any way.

If I remember right, when elves die they are sent to the Halls of Mandos.
I think the Dwarves may go their also, or somewhere similiar.

Men on the other hand where give the gift of death. In death the souls of men would then leave Middle Earth to dwell with Eru outside of Varda and the Halls of Mandos.

The elves considered the gift of man to be a curse because they were immortals. The elves were able to leave Middle Earth to go to the Undying Lands of the Varda and be with the Valar. What they didn't understand was that men were given a blessing as they would dwell and be with Eru the Creator, rather than with the Valar who were his creation.

If I am not mistaken (another geek will correct me), the Humans have souls...the Elves don't have that, they are immortal, are bound to Middle Earth and when they die, they are gone.

Geek here.
The Elves have spirits (although perhaps not souls as we would define them) that proceed to the Halls Of Mandos upon death. The Halls are within the circle of Ea (Earth) and therefore are not precisely analogous to heaven. Elvish spirits may be rebodied by the will of the Valar, but with one exception (Luthien) may not return to Middle Earth. Elves are bound to Ea, and likely even thier spirits will perish with it were it to perish, although this is not explictly stated in the texts. Based on the statements of Galadriel, the Ents may share a common fate with the Elves.

Human souls proceed through the Halls Of Mandos upon death, not stopping until they have breached the Door of Night and attained the void where Eru dwells outside the circles of the world. From thence, no one knows what becomes of them, and none have yet returned who passed the Door.

It is not written that Dwarves or Orcs have any immortal parts. The fact that they are lesser orders of creation, having been created by the works of the Valar rather than Eru, seems to reinforce this notion.

Geek out.