Of all the various tales of Middle-Earth that J. R. R. Tolkien wrote in addition to The Hobbit and The Lord of the Rings, my favourite has long been his unfinished novel Narn i hin Húrin (“The Children of Hurin”), printed in Unfinished Tales.
There are two stories from the Middle-Earth backstory cycle that Tolkien wrote in various versions, both prose and verse, over and over and over again: the story of Beren and Luthien, and the story of Turin and the Dragon – the latter a grim tale of a doomed hero, drawing heavily on Norse and Finnish legends. (Picture an Elric story, but written by Tolkien.) Narn i hin Húrin is one of the many versions of the Turin story; but it is unique among the various Silmarillion-related works in being written in something much closer to novelistic style and detail than any other Middle-Earth material besides The Hobbit and LOTR. It really would have been another Middle-Earth novel if Tolkien had finished it. (One might say that if The Hobbit is Tolkien’s Rheingold and LOTR is Tolkien’s Götterdämmerung, then Narn i hin Húrin is Tolkien’s Siegfried and Walküre.)