Octopus Books publishes a range of books that are set in the Tolkien legendarium, from coloring books through to a range of books by David Day. They are widely available online and through retail stores (at least here in the UK). All of these books have a disclaimer on the back that says
This work is unofficial and is not authorized by the Tolkien Estate or HarperCollins Publishers.
At the same time, according to Wikipedia
The Tolkien Estate maintains the position that the geographical layout of Middle-earth or any other places in the imaginary universe created by J.R.R. Tolkien was the intellectual property of J.R.R. Tolkien and subsequently is that of his heirs. The Tolkien Estate has therefore restricted the publishing of maps to those authorized by the Estate and legally pursues anyone who publishes any maps, including self-made works, on the Internet.
Granted, that's primarily related to geography, but how does Octopus Books get away without a substantial lawsuit against them? Some of Day's books have custom maps in them. Surely a disclaimer is insufficient?
Btw, I asked the same question on the Law.SE and the answer was basically that maybe the Tolkien Estate hadn't noticed, which seems highly unlikely.