3 sealed DVD's.  Please note these are not the Peter Jackson movies but rather are about the Lord of the Rings.

The titles are:
Secrets of Middle-Earth - Inside Tolkien's "The Fellowship of the Ring"
Visual Guide to J.R.R. Tolkien's The Two Towers 
Secrets of Middle-Earth - Inside Tolkien's "The Return of the King"

From the Back Cover
Discover the power of J.R.R. Tolkien's Lord of the Rings Trilogy! This indispensable DVD features a comprehensive analysis, as well as the underlying themes of this great epic, Tolkien's sources and influences, and the languages of Middle Earth. It sheds light on the characters of Gandalf and the other members of the Fellowship and takes an insightful look at Orcs, Ents, Elves, Dwarves, and others.

In this powerful film, amazing 3-D mapping techniques illuminate the world of Middle Earth, based on Tolkien's original drawings and texts. Visit Fangorn Forest--home of Treebeard--the stronghold of Helm's Deep, Saruman's fortress of Isengard, and the lands of Rohan and Mordor. We also trace the journeys of the characters day by day, unravel the intricacies of the plot, visit the towns and cities of Middle Earth, and hear Michael Stanton--the world's leading Tolkien authority--explain why The Lord of the Rings is still so popular fifty years after it was written. Now you can complete the picture and begin to understand the full extent of the world behind Tolkien's amazing creation. 60 minutes each disc.