1961 Tolkien letter explaining why no sequel to Lord of the Rings
I came across this article today which some might find interesting...
I particularly liked this sentence from the letter: "it is the end of the kind of world about which I write: the twilight in which mythology and history are blended. After that there is only history".
I'm not altogether sure that I agree with his position - I tend to think that both mythology and history are both constantly with us - but it does sum up very succinctly where he was coming from.