There's the old SPI War of the Ring (neat game, actually my very first introduction to LOTR!), and then there's the new Ares Games War of the Ring, and they just recently released Battle of the Five Armies IIRC.
Ares Games WOTR info and reviews:
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I have this one and it's REALLY quite good. Does a decent job of balancing the different aspects of the conflict and has high replayability.
Ares Games Bo5A info and reviews:
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Have not played this one but heard plenty of good things about it.
There's plenty of others but these ones focus on the military aspects of the setting.
If you like card games you also might want to check this out:
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Cooperative card game set in Middle Earth.
-Will