There are Tolkein references (specifically “Lord of the Rings”) in a number of Zeppelin tunes, including “Ramble On”, Misty Mountain Hop", “Stairway to Heaven”, “Battle of Evermore”, and “No Quarter” (by far my favorite Zep song).
Also, check out the inside cover on Led Zeppelin IV; Gandalf, anyone? “Battle of Evermore” is also almost a direct retelling of one of the climactic battles in “Return of the King” (chapter: “The Battle of the Pelennor Fields”). Many songs mention Rings or Ringwraiths.
Another interesting bit about “Ramble On”…
Half the song is a nod to Tolkein, but the other half is a nod to blues legend Robert Johnson (“Ramblin’ on my Mind”). Plant quotes Johnson in many songs (“Squeeze my lemon 'til the juice runs down my leg”) and even covered Johnson’s “Traveling Riverside Blues”.