The Fellowship of the Ring, The Two Towers, The Return of the King.
Technically The Lord of the Rings is not a trilogy but simply a book published in three volumes; a trilogy consists of three separate books with separate but linked stories
The first two books of The Lord of the Rings were published in 1954, the third in 1955 and which was originally intended to be called The War of the Ring it was supposed to also include an appendix and index. Only a very small part of the appendix appeared in the first edition. The full appendix along with the index was published as part of the second edition in 1966.