I have an old battered paperback Tolkien Quiz Book which is fantastic, but I think it will be well out of print by now. However, I did find this new quiz book:
http://www.amazon.co.uk/exec/obidos/ASIN/000716971X/ref=br_lf_li_1_2/202-1381944-9303023
I am tempted myself, it could be good for long train journeys.
The one Isowen mentions is often on sale at WHSmith, and it's also pretty good.