Bilbo's Last Song
This short poem is spoken by the hobbit Bilbo, familiar to readers of The Hobbit and The Lord of the Rings. Its setting is the scene at the end of The Lord of the Rings, when Bilbo departs from the Grey Havens with Elrond, Gandalf, Frodo, and many of the elves. However, the poem is not included in The Lord of the Rings - it was written later in Tolkien's life. In a way, the poem forms an epilogue to that work, and also reads as Tolkien's own farewell to the world he had created.
The poem was not published until after Tolkien's death. He had given it as a gift to his secretary, Joy Hill, a few years before he died. She found a copy while helping him move his office, and fell in love with it. After Tolkien's death, she showed the poem to composer Donald Swann, who had worked with Tolkien on musical settings of several of his poems in 'The Road Goes Ever On'. He set it to music, and added it to the second edition of the collection, published in 1978. The poem was also published as a poster, illustrated by Pauline Baynes, in 1974. Pauline Baynes had worked with Tolkien on several occasions; he chose her to illustrate 'Farmer Giles of Ham', and she went on to illustrate several more of his books. When 'Bilbo's Last Song' was published in book form in 1990, she created a new set of illustrations for it.
The poem was included in the BBC radio dramatisation of The Lord of the Rings, with the first verse read by John Le Mesurier as Bilbo, and the final verse sung in a musical setting by Stephen Oliver. The soundtrack for the series included a musical setting of all three verses.
audio clip: John Le Mesurier as Bilbo reading the first verse of the poem (mp3, 688 KB).
Sources:
http://www.cs.rice.edu/~ssiyer/minstrels/poems/1112.html
Wikipedia.org
Bilbo's Last Song by J.R.R Tolkien, illustrated by Pauline Haynes, published Hutchinson 2002