Video from In Deep Geek
Tolkien began a sequel to The Lord of the Rings but only produced 13 pages before he died.
In May of 1964, Tolkien commented this on The New Shadow:
"I did begin a story placed about 100 years after the Downfall, but it proved both sinister and depressing. Since we are dealing with Men, it is inevitable that we should be concerned with the most regrettable feature of their nature: their quick satiety with good. So that the people of Gondor in times of peace, justice and prosperity, would become discontented and restless — while the dynasts descended from Aragorn would become just kings and governors — like Denethor or worse. I found that even so early there was an outcrop of revolutionary plots, about a centre of secret Satanistic religion; while Gondorian boys were playing at being Orcs and going around doing damage. I could have written a 'thriller' about the plot and its discovery and overthrow — but it would have been just that. Not worth doing."―from The Letters of J.R.R. Tolkien, Letter to Colin Bailey
The Peoples of Middle Earth (link)