Does anybody know anything about the mysterious "Second Prophecy of Mandos"? It seems to be about the end of the world.
The Second Prophecy of Mandos is covered in some detail in the History of Middle Earth books, and formed the original ending of the "Silmarillion". It refers to events at the end of the world: the return of Morgoth, the last battle, and what happens after (trying to be as non-spoilery as possible here).
Book IV, "the Shaping of Middle Earth" is perhaps the best place to start as you'll get the original basic text of it in the Quenta Noldorinwa (can't recall if it's in the Sketch or not).
Throughout subsequent books in the series it is refined and referred to, and Christopher Tolkien seems to place some emphasis on whether or not it is still to be considered as part of the mythology at any given point in time. The final written version of the ending does in fact include the Second Prophecy text, but CT substituted it with the original ending of the Valaquenta (changing "Valaquenta" to "Silmarillion"), with the reasoning that the text "if any change shall come and the Marring be amended, Manwë and Varda may know; but they have not revealed it, and it is not declared in the dooms of Mandos" invalidates the Second Prophecy.
There's some further discussion around it here: http://forum.barrowdowns.com/showthread.php?t=4411 (advance warning that this may spoiler the text of the Prophecy on you) and of course you should dive into the HoME if you're interested in learning more.
I looked at my "History of Middle-earth" books, and found this in "The Lost Road", Conclusion §§30-33:
§31 Thus spake Mandos in prophecy, when the Gods sat in judgement in Valinor, and the rumour of his words was whispered among all the Elves of the West. When the world is old and the Powers grow weary, then Morgoth, seeing that the guard sleepeth, shall come back through the Door of Night out of the timeless Void; and he shall destroy the Sun and the Moon. But Eärendil shall descend upon him as a white and searing flame and drive him from the airs. Then shall the Last Battle be gathered on the fields of Valinor. In that day Tulkas shall strive with Morgoth, and on his right hand shall be Fionwë, and on his left Túrin Turambar, son of Húrin, coming from the Halls of Mandos; and the black sword of Túrin shall deal unto Morgoth his death and final end; and so shall the children of Húrin and all Men be avenged.
§32 Thereafter shall Earth be broken and re-made, and the Silmarils shall be recovered out of Air and Earth and Sea; for Eärendil shall descend and surrender that flame which he hath had in keeping. Then Fëanor shall take the Three Jewels and bear them to Yavanna Palúrien; and she will break them and with their fire rekindle the Two Trees, and a great light shall come forth. And the mountains of Valinor shall be levelled, so that the light shall go out over all the world. In that light the Gods will grow young again, and the Elves awake and all their dead arise, and the purpose of Illúvatar will be fulfilled concerning them. But of men in that day the prophecy of Mandos does not speak, and no Man it names, save Túrin only, and to him a place is given among the sons of the Valar.
Googling "second doom of Mandos" brought a first result of Dagor Dagorath at Wikipedia. It looks like it was something JRRT was working with, but never fully incorporated into anything that actually got published while he was topside.
It also says, "In his last writings about Middle-earth Tolkien substituted the Prophecy of the Last Battle (Dagor Dagorath) by another prophecy made by Andreth, probably about a different "Last Battle", the War of Wrath (the end of the Elder Days)."
So. It looks like this is one of those things that might have been, supplanted by a later idea, but still unpublished.