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Other than the Rohirrim, who are described in some detail, we don't know a lot at all. Plainly Dwarves favored axes or mattocks and unsurprisingly wore high-quality mail. The Goldolindrim also wore mail, and "the harness and arms of the least of them" would have been worth a mortal king's ransom. The Hardarim, besides mumakil, appear to favor scimitars and maintained substantial cavalry, and Sam's dead one at least wore brazen scale armor. Some Easterlings like axes as well. Thranduil's army at Erebor was armed with spears; we might assume swords or long knives/seaxes (like Legolas) as well but it's nowhere stated. It seems the Galadrim used longer, heavier bows than their cousins in Mirkwood.
Otherwise, except for the 'Gladden Fields" material on Numenorean/proto-Gondorian gear and tactics, we have very little. We don't even know what kind of armor Imrahil's Swan-knights wore!
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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