Im sure this topic has been nagged to death and picked up lots of times in MBTI forums but i'd like to pick it up again.
Eomer:xSTJ(leaning on ESTJ)
Denethor II:ESTJ(alternatively a depressed ENTJ)
Gollum: Insane ESFP
Im sure the characters are portrayed diffrently in the book, but im too much of a lazy P to reread them all.