The following entry was written years ago, but it popped to mind again today. I hope the original recipient will not mind my sharing it with the public.
A note of interest, though, is that Peter Jackson brought one of the points mentioned therein to life in the second movie, and properly too.

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The appendixes of the Lord of the Rings are among the most depressing chapters known to man.

Even if we ignore the dreary nature of the whole book, the dark and damp and dank and gloomy setting, the not-that-happy end for Frodo and the rest, the end of Appendix B (The Tale of Years) really brings it crashing in.

The last entry, in the year 1541 (Shire Reckoning), details the dying of King Aragorn Elessar. Earlier we were treated to an amazingly depressing retelling of the fate of Arwen after Aragorn died, wilting and growing old and sad and bitter in the empty forests of Lorien, until she dies, alone, on a hill. Here, though, we’re told that Legolas built himself a great grey ship (that’s good, right?), and sailed down over the Sea to the West (and that can’t be bad). And we’re told that with him went Gimli the Dwarf, the only one of his kind to be accepted into the land of Valinor. That’s WONDERFUL, right? They did good, had adventures, risked themselves, and got this reward. It’s a HAPPY fucking ending, right?
And then the last sentence – “And when that ship passed an end was come in the Middle-earth of the Fellowship of the Ring”. That sentence changes the whole mood. Instead of a peaceful ending, a fitting ending to the heroes of the age, you get a feeling of diminishing. The moment they leave Middle-earth, suddenly all the colors are dimmed, and the days of glory and wonder are over, and everything is grey and dreary. I’m not one to cry over the glory of the Good Old Days – I’m a neophile, always have been. I believe change is good and necessary, and all that. But with Tolkien, he makes you feel so… SAD. As if all the beauty and the wonder has gone, and our world, the world they left behind, is dull and boring. The empty forests of the elves, wind-swept leaves covering untended grounds. The empty halls of Rivendell left abandoned. The sinking of the time into memory and legend…

The end of the Prydain books did the same to me. The last paragraph in The High King, telling of how long after Taran and Eillonwy’s reign in Prydain, the names and deeds were but faint memories, and people wondered whether they really existed or were just stories told to children.
I’m in the middle of a fantasy world here, man. Why snap me out of it? Why ruin it?!

*sigh*