Iron Crown Enterprises (ICE) held the rights to produce a roleplaying game set in Middle-earth from 1984 to 1999. One of the company's founders, Pete Fenlon, expanded the map of Middle-earth to include the east and south. These lands aren't canon; and not much was written about them for the game. However, some of these places were used to provide origin stories about the Nazgul, one of whom was female in the rpg.
Brief descriptions of the lands on the Wayback Machine