Hmm, IMHO it's a normal way for most of serious fantasy or fiction authors, isn't it? The background always should be large enough to hold the building, and there should always be something behind all you may only to guess - or the story fails.
That's well expressed, Lordweller. Unfortunately, today's publications often consist of the mass-marketing of poorly paid hacks whose work is associated with AD&D--which means they don't require much knowledge about how to write a novel, or how to build the environment behind one. All they need to do is draw on a set of rules. Why pay for better writers, who might take longer and demand more money, when you get sell really poor stuff?
It is a feat which as far as I know has never been replicated by any other author.
Dimensional, that kind of all-inclusive background has been done by others besides Tolkien, but for a variety of reasons they aren't well known.
For instance, Fletcher Pratt, the great American historian of the American Civil War and Scandanavia, wrote The Well of the Unicorn. I think in its single, complex novel there's arguably more context that Tolkien provided--because Tolkien spent a fair amount of time on mood-building dialog pieces (in fact, the Frodo/Sam sections often drag into nothing but mood), and Pratt doesn't go that way.
ERR Eddison was a member of the same group as Tolkien. He's even less original, if possible, than his friend, but also more colorful and more flavorful in his use of language. He wrote three novels, but his masterpiece is The Worm Ouroboros: slow-moving and brilliant. (The chapter of the summoning by the evil king is a flat-out masterpiece of fantasy.) Where Tolkien was attracted to a host of northern European medieval sources, Eddison drew as well from the English Renaissance.
James Branch Cabell was an early 20th century Virginian with a very different view, both romantic and ironic. His writing style was colored by medieval French sources, of whose poetry and prose he was a master translator. He wrote 25 books(!) in one long series, detailing the history and descendants of two fictional characters, Dom Manuel and Jurgen. The prose is brilliant, the mind behind it, learned as all hell, the humor (when it occurs) excruciatingly funny. Talk about contextual depth: one of Cabell's books is nothing but a lineage for his two main characters! Cabell also focuses on a quality not found in Tolkien and Eddison: the sadness of evanescent pleasures taken by mortals.
Here's a brief sample of his prose:
"From what you tell us, Emperor Jurgen," said all the demons, "your wife was an acidulous shrew, and the sort of woman who believes that whatever she does is right."
"It was not a belief," says Jurgen: "it was a mania with the poor dear."
"By that fact, then, she is forever debarred from entering Hell."
"You tell me news," says Jurgen, "which if generally known would lead many husbands into vicious living."
"But it is notorious that people are saved by faith. And there is no strong faith than that of a bad-tempered woman in her own infallibility. Plainly this wife of yours is the sort of person who cannot be tolerated by anybody short of the angels. We deduce that your Empress must be in Heaven."
Cabell also had a sly way with sexual innuendo. It actually got what was probably his best book (and a favorite of Mark Twain), Jurgen, banned in New York City by the Society for the Prevention of Vice. It took a group of the most prominent writers and intellectuals of the day to take the matter to court, before the ban was lifted.
Then, there's the Gormenghast trilogy of Mervyn Peake. Personally, I've never liked it, but there's no denying it's a wonderfully oddball, completely unique fantasy world, incredibly deep and unlike any other. Think of what ****ens might have done if he had decided to create a series of novels peopled by nothing but the kind of strange side characters that occur in his works: that's the Gormenghast trilogy.
Then, there's the Lankhmar group of fantasy novels by the great Fritz Leiber, with that pair of highly flawed, disreputable and thoroughly likeable heroes, Fafhrd and the Grey Mouser. They read so easily that it's simple to overlook all the depth Leiber packed in them; but if you spend time concentrating on the narrative and descriptions, you soon realize this is a fully developed universe with its own series of social mores, political relationships, weather patterns, overarching themes, etc. There were six, I think, all structured as a series of short interlocking stories or novellas, and all but the last can be highly recommended.