History of Middle-Earth, volumes 1 to 12. By J.R.R. and Christopher Tolkien.
[The Story of Civilization, by Will and Ariel Durant, only went to 11 volumes.]

  1. The Book of Lost Tales, Part I (1983)
  2. The Book of Lost Tales, Part II (1984)
  3. The Lays of Beleriand (1985)
  4. The Shaping of Middle-earth (1986)
  5. The Lost Road and Other Writings (1987)
  6. The Return of the Shadow (1988)
  7. The Treason of Isengard (1989)
  8. The War of the Ring (1990)
  9. Sauron Defeated (1992)
  10. Morgoth’s Ring (1993)
  11. The War of the Jewels (1994)
  12. The Peoples of Middle-earth (1996)

See Also:

Mirkwood: The Wilds of Rhovanion
Cardolan: Kadonnut Valtakunta (Finnish language: Lost Realm of Cardolan for Middle Earth Roleplaying/MERP)
Shadow in the South: Adventure in a little-known region of Middle Earth