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There are a few references in The History of Middle-earth that refer to other booksTolkien worked on. There was a brief dabble with a sequel to The Lord of the Rings, and there were a few things like The Lost Road, and I think The Notion Club Papers, which touched upon Middle-earth, as I remember they were time-travel stories with the characters going back from our time (or rather Tolkien's time) to the Island of Numenor, but most never got too far in the writing.
The Lost Road, reported so as far as it goes in the fifth volume of the History of Middle Earth, is about the time-travel and the visit to Numenor; there is also another abandoned tale, The New Shadow, settled in the first years of the fourth age, and I think it was reported in the 10th volume of the History of Middle Earth. Besides, apparently the texts reported in the HOME were supposed to make an appendix to the Quenta Silmarillion, at least the ones that had not been rejected from Tolkien himself. That is all I know
I remember that someone here had uploaded scans of The New Shadow a while back. Needless to say, there isn't much there, and the story Tolkien proposed was maybe just a little bit too depressing.
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