It seems like the Elves and Dunedain were informal in their worship. Eru seemed to be very remote. Elves, particularly the Noldor, often invoked the Valar because of their stay in Aman. Mount Meneltarma in Numenor was sacred, and the King could pray to Eru there.
You could consider the guarding of the White tree to be a sign of worship/respect to the Valar, as the White Tree is always descended from Telperion, one of Yavanna's creations.
What about when frodo invokes the name of elbereth at weathertop. That's a prayer.