From the Silmarillion:
Yet of old the Valar declared to the Elves in Valinor that Men shall join the Second Music of the Ainur; whereas Ilúvatar has not revealed what he purposes for the Elves after the World's end, and Melkor has not discovered it...
And from the Lost Road:
And they knew that the fate of Men was not bounded by the round path of the world, nor destined for the straight path.
For the round is crooked and has no end but no escape; and the straight is true, but has an end within the world, and that is the fate of the Elves.
But the fate of Men, they said, is neither round nor ended, and is not within the world. And they remembered from whence the ruin came