The Numenoreans were the only documented people who had "rituals," per se. But I'm sure that other people, especially the Men of Darkness, worshipped Sauron and/or Morgoth in their own ways. We never really hear about them, because it wasn't really necessary to the story. Perhaps the Rohirrim "prayed" occasionally to Oromë (as Bema) but I don't think that they had rituals and everything.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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