Here are listed several places you can go to purchase Tolkien board games. Keep in mind that some of these games are very rare and are hard to find. The price may also vary very much. Some of these games are highly sought after and sell for a premium ($200+). But if you are patient, or if you are willing to not have a Mint game, then the game can be found.
The easiest and sometimes the most cost effective place to look for games is, of course, ebay. The people selling usually give a good description of the game and what condition it is in.
The other sites listed here are more for newer games, but older games can be found.
Ebay - for anything.
BoardGameGeek - Mostly newer games.
Funagain Games - Mostly newer games.
German Games - They have German games.
Amazon/Toy R Us - Books and games.
Middle Earth Games - PBEM Middle Earth Game.
Games Workshop - The miniatures game.
Noble Knight Games - Older and newer games here.
Another way to purchase games is the the newsgroups:
Recgames.boardgame.marketplace - good place to find some of the older and more rarer games