I don't think you have to go beyond the text of LoTR to get that sense that this is supposed to be an ancient history of our world. This is especially conveyed in the Prologue and the "On Translation" section of the appendix where Tolkien goes through some effort to create the illusion of this being a translated version of an ancient text. Like many of you, I find this concept pretty neat.
H.C.
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"Stir not the bitterness in the cup that I mixed myself. Have I not tasted it now many nights upon my tongue, foreboding that worse yet lay in the dregs."
-Denethor
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