"Baggins... Shire!" ...How did Gollum know?
 

In The Hobbit, Bilbo never says to Gollum that he's from the Shire. So, when Gollum is being tortured, how can he shout out "Shire" without knowing about it?

An interesting question.

Perhaps when Gollum was just Smeagol and lived along the Anduin with Deagol, he was told stories about a faraway land called the Shire, where all of the Bagginses and Tooks lived. Another theory is that maybe, somehow, he visited the Shire. And lastly, maybe Bilbo told Gollum but it was never put in the books. I will leave it up to you and other people to guess the solution, but I am going with the first answer.

Gandalf says in "The Shadow of the Past," "Well, as for the name, Bilbo very foolishly told Gollum himself; and after that it would not be difficult to discover his country, once Gollum came out."

Furthermore, Gandalf says that Gollum followed Bilbo's trail through Mirkwood and even into Esgaroth. Also, Gollum knew that Bilbo was a hobbit, so all he really had to do is overhear someone say something like "the Shire's a place where a lot of Hobbits live" and he would know the name of the place.

Indeed what Westerly Wizard said is true. Bilbo in the Hobbit was most likely `i am quite unsure with this` told Gollum about his whereabouts and how he got out of his way into an adventure from the Shire. Most likely it is not in the books but heck its juz a theory rght?
Anyone know the answer mind to help us out?

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"Don't let your heads get too big for your hats! But if you don't finish growing up soon, you are going to find hats and clothes expensive."
~Bilbo~

Westerly Wizard told all there is to know.

Bilbo told Gollum (who is indeed Smeagol) his name.
As for the place: two years after Gollum had left the Ring, he came out in search for it. He hated everything, especially the Ring, yet he needed it. So he came out and tracked their trails through Mirkwood (how the heck he did that I really can't imagine), and to Laketown and even to the streets of Dale. Gandalf said something like this in The Shadow of the Past: 'And there it would not be hard to learn the name of the land where he had to be, for Bilbo had made no secret of it and it was well-known in those regions.'

Hope this explains things,
lathspell

Okay, along the same lines...

How did Sauron know that Gollum ever had the ring? All I remember reading is that Gandalf told Frodo that Sauron captured Gollum before he had a chance to. How did Sauron know to get Gollum in the first place?

Sauron didn't "Know to get Gollum;" Gollum walked into Mordor, driven there by his wickedness and enslavement to the Ring. Eventually he was caught, and imagineably, as the strange creature he was, the matter was told about to the higher authority. Besides the chance of orcs or whatever hearing him say something of the Ring, Sauron would certainly be able to recognize that Gollum had worn it; it was something Sauron himself forged, pouring much of his power into it.

Not only power Westerly Wizard but part of him is inside the Ring therefore if the One Ring is not destroyed in the Cracks of Doom then Sauron won`t be destroyed.
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"One thief deserves another."
~Saruman~

Thank you, Westerly Wizard. That certainly explains how it came about.