Tolkien fans like myself and JJV express their fan-ness in many ways, from playing D&D (walk around, hack, slash, get plunder), to playing computer games (see D&D but leave the dice in the suede bag they've been in for the last 20 years). We also discuss the books' characters and events, mostly in the context of hacking, slashing and plundering. At this point I should state that our wives knew this before they said "I do."
For those who just want to walk around, there's this. If you insist, bring a d10 to roll for random events.