Good call. There's links all over the world of Middle-Earth, in particular between Frodo's quest and other things happening with his friends at the same time.
There's also many links across time, such as Aragorn and the Dead Men. Almost nothing is completely random, and every character or object seems to have a history. Bombadil is really the only random thing in the whole book if I'm not mistaken, and he has no real influence on other parts of the story. A complete tapestry, to be sure, much like our own world.
WarBringer, you might also be interested in
thisthread.