Thought it would be useful to have a link with all the HarperCollins Print on Demand History of Middle-earth books plus The Index. This is the only place to get a hardback Index but look elsewhere for these and I would recommend them only if you can't find any original copies for sale.

Book 1
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The Book of Lost Tales - Part One

Book 2
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The Book of Lost Tales - Part Two

Book 3
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The Lays of Beleriand

Book 4
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The Shaping of Middle-earth

Book 5
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The Lost Road and other writings

Book 6
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The Return of the Shadow

Book 7
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The Treason of Isengard

Book 8
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The War of the Ring

Book 9
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Sauron Defeated

Book 10
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Morgoth's Ring

Book 11
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The War of the Jewels

Book 12
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The Peoples of Middle-earth

Book 13
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Index