well i seriiously doubt any of us here know everything, sometimes i have to turn to encyclopedia of arda to help me, and also my handy little "complete tolkien companion book"
books from tolkien i have read are (in order)
two towers
return of the king
hobbit
fellowship
two towers again
rotk again
unfinished tales
letters of tolkien
silmarillion
the history of middle earth books
weapons and warfare
lost tales part 1
am currently reading part two
and i think thats it really, although thats good seeing as it was the first film that got me interested (thats why i read ttt first, thought i knew fellowship WRONG i was indeed) so i have read them all in two years