[Kalimac]

Didn't see it mentioned before but of course there always the Norse "Midgard" - Middle-earth. And almost all of the dwarf-names from "The Hobbit" turn up in various Norse Eddas (even Bombur, which I hadn't expected).

And as for allegory...maybe Tolkien just hated the idea of deliberately writing an allegory, the same way a lot of writers to avoid consciously using symbolism ("OK, the color red will represent danger when it appears"). On the other hand, sometimes symbolism will develop in a story naturally to point where you read your own work over and notice it and wonder where it came from, and that can work well. I think that Tolkien's stories are fantastic allegories, just naturally produced ones that grew into allegories on their own without any conscious effort on his part.