During his live Tolkien wrote a mass of letters - to his publishers, his family, to friends, and to fans of his books - these letters record the history and composition of his works and his reaction to subsequent events. By turns thoughtful, impish, scholarly, impassioned, playful, vigorous, and gentle, Tolkien poured his heart and mind into a great stream of correspondence to intimate friends and unknown admirers all over the world. In these letters you can see a mind of immense complexity and many layers - artistic, religious, charmingly eccentric, sentimental, and ultimately brilliant.
Most of these letters are now in the Tolkien-George Allen&Unwin archive now held by HarperCollins, others are in libraries across the planet (f.e. the Bodleian Library, the Britisch Library, the Library of University St.Andrews, etc.) and a lot ended up in private collection (of which some are up for sale sometimes at ebay or abebooks).
Luckely a lot of these letters got published and so that we can read this letters and see Tolkien's creative genius, his thoughts and feelings about his own work, and the evolution of his grand design for the creation of a whole new world combined in these publications.