There's quite a bit out there if you search the internet...
theme food (hard to do accurately)
"make your favorite scene from LOR out of play-dough" contest
making "theme rooms" out of your house (one for The Shire, one for Moria, one for Mordor, etc...)
make a huge maze out of cardboard boxes and put a sign on the entrance that says "The Mines of Moria" and have everyone crawl through it - what you put in there for people to "encounter" is up to you (I don't have any ideas on that yet)
Anyway, I am trying to set something up for December 2003 in anticipation of Return of the King...