At Fantastic Fiction, these are listed under "history of middle earth". Are they what you are talking about?
J.R.R. Tolkien
History of Middle-Earth
1. The Book of Lost Tales (1983)
2. The Book of Lost Tales, Part Two (1984)
3. The Lays of Beleriand (1985)
4. The Shaping of Middle-Earth (1987)
5. The Lost Road and Other Writings (1987)
The Book of Lost TalesThe Book of Lost Tales, Part TwoThe Lays of BeleriandThe Shaping of Middle-Earth
The Lost Road and Other Writings