I do not know where the exhibition is now but two years back I was in NZ visitng my son and in the Tepapa Museum in Wellington they had an enormous LOTR exhibition.

It was superb, big displays of all the armour and clothing used (never replaced just repaired so it got tattier as time went by)as well as a lot of video on how the film was put together and how the actors were trained in their roles.

If it come to a city near you it is well worth the effort to go and see.