: : Yes and no. Tolkien wrote a bit about the 4th age in the
: : Peoples of Middle-earth, I think, and some in the appendices
: : of the LotR. Supposedly some Russian guy wrote a sequel to
: : the LotR, but you'll have to ask Michael about that one, I
: : heard it was pretty bad though.

I once found a Web site which claimed to provide an English translation of the first chapter. Whether it was just someone's idea of a joke or a real attempt at translating the unauthorized Russian-language sequel, the writing was truly awful. Several Russian fans have said in the Tolkien news groups over the years that the sequel was badly written and very dark in tone. Basically evil gets the upper hand.

: I remember reading somewhere that J.R.R. Tolkien had
: considered, or was doing preliminary work, on Forth Age LOTH
: sequel, but abandoned the project. I think the title had the
: word "Shadow" in it.

THE NEW SHADOW was the name of the book, and all that he ever wrote of it was published in THE PEOPLES OF MIDDLE-EARTH.

A little bit more information than was published in the Appendix to LOTR is also provided in the original Appendix materials published in THE PEOPLES OF MIDDLE-EARTH. We know, for instance, that Durin VII was probably the son of Thorin III Stonehelm, Dain II Ironfoot's son and successor. And Eldarion's descendants apparently ruled many countries for 100 generations of men.
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