The Hobbit, or There and Back Again (1937)

The Lord of the Rings (trilogy):

The Fellowship of the Ring (1954)
The Two Towers (1954)
The Return of the King (1955)

*Posthumous, edited by Christopher Tolkien:

The Silmarillion (1977)

Unfinished Tales of Númenor and Middle-earth (1980)

The Children of Húrin (2007)

Beren and Lúthien (2017)

The Fall of Gondolin (2018)

and many others...