A Russian (name is Perumov, so to speak), during Communism, found himself so entranced with the Lord of the Rings saga, that he wrote his own sequel - as best as I can figure out. Since it would have been suppressed by the government, he kept it a secret. In other words, it is probably the first LotR fanfic ever written. Pages are here and here, but only in Russian. Use the Fish, or Google's translation page.