From Tolkien Gateway

A list of important Tolkien books
This list is not meant to be a complete catalogue of Tolkien
books included here are 1. very important, 2. canonical, 3. fairly accessible (with a few exceptions)
Published major books by J.R.R. Tolkien
Of Arda Authorized by
J.R.R. Tolkien
The Hobbit · The Lord of the Rings
(i.The Fellowship of the Ring · ii.The Two Towers · iii.The Return of the King)
Bilbo's Last Song
Edited by
Christopher Tolkien
The Silmarillion · Unfinished Tales · The History of Middle-earth series
(i.The Book of Lost Tales Part One · ii.The Book of Lost Tales Part Two
iii.The Lays of Beleriand · iv.The Shaping of Middle-earth
v.The Lost Road and Other Writings · vi.The Return of the Shadow
vii.The Treason of Isengard · viii.The War of the Ring
ix.Sauron Defeated · x.Morgoth's Ring
xi.The War of the Jewels · xii.The Peoples of Middle-earth)
Beren and Lúthien · The Children of Húrin · The Fall of Gondolin
Edited by others The Annotated Hobbit · The History of The Hobbit · The Nature of Middle-earth
of Arda
Short stories
and poems
Leaf by Niggle · Farmer Giles of Ham · Smith of Wootton Major
The Adventures of Tom Bombadil
Letters from Father Christmas · Mr. Bliss · Roverandom
Tree and Leaf (compilation) · Tales from the Perilous Realm (compilation)
Fictions The Legend of Sigurd and Gudrún · The Fall of Arthur
The Story of Kullervo · The Lay of Aotrou and Itroun
Translations and
academic works
Sir Gawain and the Green Knight, Pearl and Sir Orfeo
Finn and Hengest: The Fragment and the Episode
Beowulf: A Translation and Commentary, together with Sellic Spell
The Monsters and the Critics and Other Essays
Tolkien On Fairy-stories
A Secret Vice: Tolkien on Invented Languages
Other The Letters of J.R.R. Tolkien
Other canonical books
N/A Scholarly works The Lord of the Rings: A Reader's Companion
The J.R.R. Tolkien Companion and Guide
J.R.R. Tolkien: A Biography
Linguistic journals The Collected Vinyar Tengwar volume 1-5
Parma Eldalamberon issue 1-22
Artwork of J.R.R. Tolkien
N/A Artbooks Pictures by J.R.R. Tolkien
J.R.R. Tolkien: Artist and Illustrator
The Art of The Hobbit
The Art of The Lord of the Rings
Artbooks by
Bodleian Library
J.R.R. Tolkien: Life and Legend
Tolkien: Maker of Middle-earth
Tolkien: Treasures
For a competent real catalogue, see this website