In The Lord of the Rings Online, there is a quest which temporarily gives you control over a mook, guarding a prison. You are tasked with cleaning out vermin and waking the sleeping guards, in preparation for a visit from the Big Bad. The Big Bad proceeds to interrogate a prisoner, but the interrogation is cut short by some intruders who are never seen (the quest ends just before they arrive). The time between doing the two quests may have had something to do with it, but it didn't occur to this troper until some time after finishing the quest that the intruders are in fact the Player Character and his/her group, who in a earlier questline were tasked with rescuing that prisoner.
Speaking with the dwarves trying to reclaim Moria will reveal that they change between calling the place Moria, and Khazad-dûm. The brilliance kicks in when you notice that Moria (meaning "Black pit", basically a derogatory term) is mostly used when talking about the place in negative terms, whereas Khazad-dûm (meaning "Dwarves' Mansion(s)", a more flattering term) commonly is used in a more favorable, optimistic light; "Darkness dwells yet in Moria" versus "We will reclaim Khazad-dûm for Dáin Ironfoot". The dwarves are distinguishing between Moria, the "Black Pit", the hostile place that they're currently exploring, and Khazad-dûm, what it will be when restored to its splendor.
Once you reach Rivendell, you'll encounter Frodo and the other members of the Fellowship. You'll notice that whenever your character gets close to Frodo, you're struck with a minor Dread effect. The game never explains this directly, but it's clearly a sense of fear caused by being near the One Ring.
Skorgrím Dourhand, who dies in the Elf tutorial, is then "resurrected" (technically it is only his dead body that has been taken over by a fell spirit) by Ivar the Bloodhand so as to bring the Dourhand clan of dwarves under the control of Angmar. One might wonder why the Dourhand dwarves don't question how Skorgrím was able to return, but given that there is lore that describes the Longbeard house of dwarves as believing that Durin, their king, shall be reincarnated and rule again, it is possible that the Dourhand dwarves might have a similar belief about Skorgrím. Ivar could very well be deliberately playing upon, and taking advantage of, the dwarves' superstitious nature.
A small area with snowmen and Lossoth-style igloos can be found in Tâl Methedras outside the Dunlending town of Tûr Morva, where the Grey Company makes a stop to ally with the Falcon Clan. This area is not involved in any quests and has no NPCs or anything else to interact with. After the Rangers are betrayed, you can return to find the igloos and snowmen have been smashed. So without thinking about it, it could seem like a barely-hidden Easter Egg. But the Rangers of the Grey Company would likely have needed more shelter than the Dunlendings could spare in their homes, and one of them was Lothrandir, who lived among the Lossoth in the frozen north for a while and surely learned how to build a good igloo.
Two of the Epic quests to help the Grey Company in Enedwaith involve searching the bookshelves in the library of Zudrugund. In one book, the player can read an excerpt of a story about some sort of enormous beast named Stonetooth trying to recover her son Pebblewart from the dwarves that were holding him captive. The story ends saying 'it is still said today, when the earth shakes, that Pebblewart is running beneath the mountains, expressing joy at his freedom, carving great channels in the walls of the deepest caves with his golden horn.' The story is dismissed as a myth by the Dwarf Nâr and Corunir. But in a series of optional Session Plays much later in the story, showing what the Grey Company has been up to since the player left, the ground in Tâl Methedras keeps mysteriously shaking. The cause is revealed to be a large golden-horned cave claw, not labeled as Pebblewart but clearly matching his description.