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I know in the LOTR books that it's mentioned that the people out there serve and/or revere Sauron. But is there any source material that discusses what is actually out there?

Are there any cities, kingdoms, or anything else of note or is it just a vast expanse of land used as a plot setting to determine where Sauron gets some of his loyal men to fight for him?

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    Very little is written about anything east of the Sea of Rhun or south of Umbar and (parts of the) deserts of Harad. I doubt anything age other than mentioning invading armies coming from there. Aug 23 at 19:04
  • It kind of depends. "Rhun" simply means "East" and its boundaries are not well-defined. There are locations and events in the Silmarillion that are far east of the LOTR map - and would fall into Rhun by Third Age definitions - but the term itself isn't used there. Dorwinion seems to be on the shores of the Sea of Rhun and might qualify as well. Aug 24 at 18:10
  • Both, really. We barely see mention of people out of eye sight from one of the main characters. Eriador, for instance, isn't completely depopulated outside of the Shire and Bree.
    – chepner
    Aug 24 at 18:11
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    Sauron is probably far more "hands off" in his policy towards the Southern and Eastern kingdoms. They acknowledge him as an overlord, but are probably at war with each other as not, and it's probably due to manipulation by Sauron in order to keep them occupied until he is ready to move against the West. (Remember, Sauron is not a nihilist like Morgoth was: he wants to rule the world, not destroy it.) If part of that means limiting contact between his domains and the West, it makes sense that none of the primary characters know much about what is going on there...
    – chepner
    Aug 24 at 18:19
  • ... and that none of our primary in-universe narrators (Bilbo and Frodo) make any mention of it. Out of universe, the stories were an off-shoot of the imagined histories of the Eldar, who didn't really exist outside of Eriador, Lorien, or Mirkwood.
    – chepner
    Aug 24 at 18:22
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There is very little written about the East, especially in the second and third ages. However Tolkien has written a little bit about the situation there in some of the writings from the final year of his life.

The Orcs in the East had been under Morgoth's control in the early first age, but then spent several thousand years ungoverned when Morgoth moved west. In the second age Sauron worked hard to recruit these orcs, but they never were fully subservient to him, due to a mixture of Sauron only starting late, and the actions of the two Blue Wizards, who were actively opposing his efforts there.

But until [S.A.] 1600 he [Sauron] was still using the disguise of beneficent friend, and often journeyed at will in Eriador with few attendants, and so could not risk any rumour that he was gathering armies. At this time he perforce neglected the East (where Morgoth’s ancient power had been) and though his emissaries were busy among the multiplying tribes of eastern Men, he dared not permit any of them to come within sight of the Númenóreans, or of Western Men.
The Orcs of various kind (creatures of Morgoth) were to prove the most numerous and terrible of his soldiers and servants; but great hosts of them had been destroyed in the war against Morgoth, and in the destruction of Beleriand. Some remnant had escaped to hidings in the northern parts of the Misty Mountains and the Grey Mountains, and were now multiplying again. But further East there were more and stronger kinds, descendants of Morgoth’s kingship, but long masterless during his occupation of Thangorodrim, they were yet wild and ungovernable, preying upon one another and upon Men (whether good or evil). But not until Mordor and the Barad-dûr were ready could he allow them to come out of hiding, while the Eastern Orcs, who had not experienced the power and terror of the Eldar, or the valour of the Edain, were not subservient to Sauron – while he was obliged for the cozening of Western Men and Elves to wear as fair a form and countenance as he could, they despised him and laughed at him. Thus it was that though, as soon as his disguise was pierced and he was recognized as an enemy, he exerted all his time and strength to gathering and training armies, it took some ninety years before he felt ready to open war. And he misjudged this, as we see in his final defeat, when the great host of Minastir from Númenor landed in Middle-earth. His gathering of armies had not been unopposed, and his success had been much less than his hope. But this is a matter spoken of in notes on “The Five Wizards”. He had powerful enemies behind his back, the East, and in the Southern lands to which he had not yet given sufficient thought.
The Nature of Middle-earth - "Note on the Delay of Gil-galad and the Númenóreans"

The 'other two' came much earlier, at the same time probably as Glorfindel, when matters became very dangerous in the Second Age. Glorfindel was sent to aid Elrond and was (though not yet said) pre-eminent in the war in Eriador. But the other two Istari were sent for a different purpose. Morinehtar and Romestamo. Darkness-slayer and East-helper. Their task was to circumvent Sauron: to bring help to the few tribes of Men that had rebelled from Melkor-worship, to stir up rebellion ... and after his first fall to search out his hiding (in which they failed) and to cause [?dissension and disarray] among the dark East ... They must have had very great influence on the history of the Second Age and Third Age in weakening and disarraying the forces of East ... who would both in the Second Age and Third Age otherwise have ... outnumbered the West.
The Peoples of Middle-earth - "The Five Wizards"

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