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The Map of Middle-Earth
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Sauron´s fortress in Mirkwood
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"Some here will remember that many years ago I myself dared to pass the doors of the Necromancer in Dol Guldur, and secretly explored his ways, and found thus that our fears were true: he was none other than Sauron, our Enemy of old, at length taking shape and power again. Some, too, will remember also that Saruman dissuaded us from open deeds against him, and for long we watched him only. Yet at last, as the shadows grew, Saruman yielded, and the Council put forth its strength and drove the evil out of Mirkwood - and that was in the very year of the finding of the Ring: a strange chance, if chance it was."
Gandalf in The Fellowship of the Ring
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Dol Guldur, located to the southern end of Mirkwood (formerly known as Greenwood the Great), became the first stronghold of Sauron after taking shape again in the Third Age. Sauron dwelt there in secret for many years since the White Council thought him the be one of the Nazgûl. Sauron was discovered by Gandalf when he secretly explored Dol Guldur.
The White Council, after many debating and watching, finally assailded Dol Guldur and caused Sauron to flee to the east which was, as was later known, only a feint.
Sauron had long prepared for the assault and returned to Mordor and rebuilt the tower of Barad-Dûr.
Dol Guldur remainded deserted for a long time until one of the Nazgûl finally returned thither as captain of Sauron. From Dol Guldur came the main assault on Lórien and the realm of Thranduil during the War of the Ring
Lórien
Lórien, sometimes also called Lothlórien, is a woodland kingdom of mainly Silvan Elves (Elves, that refused to cross the Misty Mountains during the Great Journey long before the First Age. During the battles of the Second and Third Age many Noldorien Elves removed there along with Galadriel and Celeborn, who fortified Lórien against further incursions of Sauron.
For many years Lórien was ruled by Amdír followed by his son Amroth after his fall in the Battle of the Last Alliance. Legolas spoke of Amroth when the Fellowship reached Lórien:
“Of old he was an Elven-king,
A lord of tree and glen,
When golden were the boughs in spring
In fair Lothlórien.”
Amroth went with his spouse Nimrodel to the Elven havens in the South to set sail into the west but became separated from her during the journey. He reached the havens and waited for Nimrodel several months. When, during to autumn storms, the ship set of he sprang in the water calling her name and became lost.
After Amroth was lost Galadriel and Celeborn took over the lordship of Lórien. After the Third Age was over Galadriel took ship into the West leaving Celeborn behind.
Kazad-Dûm
 Kazad-Dûm, later known as Moria, was the largest and oldest city of the dwarfes in Middle-Earth. It was founded in the Misty Mountains, stretching from the west to the east, by Durin the Deathless.
A certain date of the foundation of Kazad-Dûm ist not known, but it probably was founded before the First Age began.
There was always much traffic between Kazad-Dûm and the dwarf cities of Belegost and Nagrod in the Blue Mountains during the First and the following ages.
In the Second Age a friendship grew between the elves of Eregion and the dwarves of Kazah-Dûm where each aided the other in works and battles.
The West Door of Kazad-Dûm, where the Fellowship entered the Mine, was made by Naín, a famouse craftsman among the dwarves, and Celebrimbor, himself being the one who made the Rings of Power.
In the Third Age the mines of Kazad-Dûm delved to deep in the Misty Mountains and released a Balrog, later called Durin's Bane since king Durin the VI was one of the first to be killed by it. The dwarves did not have the power to handle such a menace and deserted Kazah-Dûm in the year 1981 of the Third Age, the same year in which Amroth and Nimrodel were lost. After years of wandering the kingdom of Erebor was founded by these dwarves.
For some five hundred years, Moria (as Khazad-dûm became known) as deserted but for the Balrog. In around the year 2480, though, Sauron began to put his plans for war into effect, and as part of these, he sent orcs and trolls to infest the Misty Mountains and bar the passes from Eriador into Rhovanion. Some of these creatures came to Moria.
We are not told whether Sauron was aware of the Balrog's existence until then - certainly the exiled Dwarves had not recognised what kind of creature Durin's Bane was. It is clear, though, that the Balrog acknowledged Sauron's authority - if only because it allowed his creatures to remain in Moria. In addition, the messenger of Sauron who came to Dáin II Ironfoot offered to return Moria to the Dwarves, which would have been impossible if the Balrog was not under Sauron's power.
In 2989 of the Third Age Balin tried to recolonise Moria in an ill-fated attempt as given in The Lord of the Rings (the Fellowship found Balin's tomb in Morio along with a diary).
In January III 3019, the Company of the Ring travelled through Moria on the Quest of Mount Doom. In Gandalf, the Balrog finally encountered a being of the same order and power as itself. As the two Maiar faced each other on the Bridge of Khazad-dûm, Gandalf broke the Bridge and the Balrog fell into the depths, but Gandalf too was drawn into the abyss.
Both survived the fall, and Gandalf pursued the Balrog for eight days through the deepest caverns beneath Moria. At last they came to the Endless Stair, and climbed the steps that led to the peak of Zirakzigil. There Durin's Bane fought its last battle - for two days and nights, the Balrog battled with Gandalf, but at last it was cast from the peak, and broke the mountain-side as it plunged to its doom.
Erebor
The dwarf-kingdom of Erebor was founded by Thráin I after the loss of Kazad-Dûm in 1999 of the Third Age.
It became deserted (I did not find any info on why) between the years 2210 and 2590 of the Third Age.
In the year 2770 the kingdom of Erebor was sacked by Smaug, the last of the fire-drakes of the north. It was him who plays a central role in The Hobbit. He was finally slain at the time of The Hobbit by Bard of Dale.
Rivendell
The Last Homely House
After Sauron invaded Eriador during the Second Age Elrond, the son of Earendil and Elwing who chose to be accounted among the Firstborn, founded the hidden refuge of Rivendell or Imladris in the Elven tongue.
Many Elves who sought for a secure place, not yet willing to forsake Middle-Earth, removed there during the invasion of Eriador and after the War of the Last Alliance. In Rivendell also was the muster of the forces for the Last Alliance.
The power that was in Rivendell mainly originated from one of the Great Rings, Vilya, the Ring of Sapphire which Elrond received from Gil-galad at the time of the founding of Rivendell.
Rivendell was also the place for the meetings of the White Council in the Third Age, formed to challenge the power of Dol Guldur, and even the place, where the Fellowship of the Ring was formed in The Lord of the Rings.
Rivendell was maintained at least into the beginning of the Fourth Age, even though Elrond left Middle-Earth after the War of the Ring.
Gladden Fields
The Gladden Fields are a marshland formed where the Gladden River, originating from the Misty Mountains, joined Anduin the Great River.
At the beginning of the Third Age the Gladden Fields were the place where Isildur, carrying the One Ring, was attacked by orc´s and trying to escape by use of the One Ring he lost it in Anduin and was killed by Orc arrows. This became later to be known as The Disaster of the Gladden Fields.
The Dark Tower
Barad-Dûr is the chosen residence of Sauron build on a pinnacle of the Ered Lithui, the Ash Mountains.
It was build during the first millenium of the Second Age, finished with the help of The One Ring. From The Dark Tower Sauron ruled his forces for almost 2000 years.
In the year 3434 of the Second Age Barad-Dûr was besieged by The Last Alliance of Elves and Men and in 3441 conquered and except for its foundations utterly destroyed.
In the year 2951 Sauron, coming from Dol Guldur, returned to Barad-Dûr to muster his forces for the wars described in The Lord of the Rings.
After the One Ring was destroyed by the fires of Mount Doom Barad-Dûr fell finally into ruin, taking Sauron with it.
Edoras
The capital of Rohan
The city of Rohan, where in the Golden Hall, Meduseld, sat King Theoden, Lord of the Mark. Here Gandalf made the King aware of the danger from not only Sauron, but of Saruman in Isengard and of the treachery of the King's own counsellor, Grima Wormtongue. Here was Aragorn first introduced to the King, and a great friendship grew between them.
It was founded somewhere between the year 2510 and 2570 of the Third Age by Brego, son of Eorl.
Orthanc
The unbreachable tower within the Ring of Isengard
The mighty tower of unbreakable stone built by the Men of Gondor in the beginning of their realm, set in the Ring of Isengard at the southern feet of the Misty Mountains.
It was latterly held by Saruman, chief of the White Council.
Isengard itself was a fortification at the southern end of the Misty Mountains, at the source of the River Isen.
In Orthanc one of the palantír resided, which was later used by Saruman to challenge Sauron himself, which let to his defeat at the Battle of the Hornburg.
Minas Tirith
Gondor´s Tower of Guard
Minas Tirith was build in the late Second Age beneath Mount Mindolluin on the western bank of Anduin, the Great River.
Originally it´s name was Minas Arnor, but after the capture of Minas Ithil by the Nazgûl in 2002 (Third Age), it was renamed to Minas Tirith, The Tower of Guard.
Minas Tirith plays a central role in the battles with Sauron throughout the "Lord of the Rings". It is eventually the seat of Aragorn II, king of Gondor and Arnor.
Minas Morgul
The Tower of Sorcery
The Tower of Sorcery or Minas Morgul is the name given to the city of Minas Ithil after its capture by the Nazgûl the year 2002 of the Third Age.
This prior Gondorian watchtower was build in the late Second Age in the western slopes of the Ephel Dûath by Elendil and his sons in order to
keep a watch on the land of Mordor in case Sauron returns.
The original name Minas Ithil meant "The Tower of the Moon".
Mount Doom
Orodruin
The fire-mountain in the northern parts of Mordor, in which Sauron forged the One Ring during the Second Age, and into which the same Ring was cast thousands of years later to bring about the Dark Lord's downfall.
When Sauron chose the land of Mordor as his dwelling-place in the Second Age, Orodruin was the reason for his choice. He 'used the fire that welled there from the heart of the earth in his sorceries and his forging' (from Of the Rings of Power and the Third Age); the most famous result of his forging, and in fact the only one we know of for sure, was the One Ring, made in about the year II 1600. So powerful was the sorcery used in the making of the Ring that it could not be unmade, except by casting it back into the same fire that had forged it.
The first opportunity to destroy the Ring came in the last year of the Second Age, at the end of the War of the Last Alliance. Sauron was defeated in that War, and Isildur cut the Ring from his hand. Elrond and Círdan counselled him to destroy the Ring then1 (the battle had taken place at the gates of Barad-dûr, and Orodruin was therefore near at hand), but Isildur refused, and claimed the Ring for himself. So the doom of the Third Age was made.
Orodruin was far more than a natural volcano - Sauron seems to have extended his own power into it, and was able to control its fires. It seems to have lain dormant when Sauron was away from Mordor, and sprung into life when his power grew. After the Downfall of Númenor, for example, the Exiles in Middle-earth first knew that Sauron had also escaped the Downfall when they saw smoke rising from Orodruin, and an Age later at the Council of Elrond (The Lord of the Rings II 2), Boromir says 'Smoke rises once more from Orodruin that we call Mount Doom'.
Osgiliath
The ancient capital of Gondor
Founded by Elendil and his sons between the year 3320 and 3429 of the Second Age it was the central and chief city of Gondor.
It was largely deserted after the Great Plague in the midst of the Third Age and lay in ruins at the time of The Lord of The Rings.
In Osgiliath in the "Dome of stars" was kept the chief palantír of the Southkingdom.
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