You've come to the right place.
Sources mostly gathered from here: http://www.lowchensaustralia.com/names/fantasylinks.htm http://en.wikipedia.org/wiki/Category:Middle-earth_lists http://en.wikipedia.org/wiki/Lists_of_Middle-earth_articles
To run, type:
python markov.py corpus-1.txt corpus-2.txt corpus-3.txt …