Apparently the appendix in Return of the King RE: Westron is kind of perfunctory. It implies, by saying that it changed masculine -a endings to our masculine -o, for instance, that Bilbo and Frodo are named Bilba and Froda, when in fact they were named Bilba and Maura. I assumed on the basis of Boffin=Bophîn that Baggins=Baghîn, when in fact the original of Baggins is Labingi (and Bag End is Laban-neg, "laban" means "sack"). The Shire is called Sûzat, not Sûza (which is just "a shire")—Westron, like Romanian and the Scandinavian languages, makes its definite article with a suffix, and hasn't got an indefinite (well, Romanian has one, but I don't think any of the Scandinavians do, and if they do, it's probably borrowed from West Germanic).
There are also entire poems—one about the fall of Númenor—in Adûnaic (Númenorean), which is the ancestor of Westron. I actually think there might be sufficient corpus, with a few creative additions, to fulfill my (mad) dream of a production of Lord of the Rings that is entirely in constructed languages.
For instance, the dwarves (nargi, s. narag) that Bilbo Baggins (Bilba Labingi) entertains at Bag End (Laban-neg):
- Thorin Oakenshield, from Norse Þorinn Eikinskjaldi; Þorinn probably means "the Thunder" (and "Oakenshield" is probably also somehow Thor-related, that being his sacred tree). Westron doesn't have an attested word for "thunder", Quenya does, Funda—>Hunda. How about Hundat Darûndirn, built from Elvish roots (which Westron also has lots of), which would feel more prestigious to Westron speakers (as befits the Heir of Durin)?
- Dori means "borer" or "driller" in Old Norse, so how about "Phura", from the same root as Phurunargian (the Dwarrowdelf)?
- Nori supposedly means "little bit", so "Miya", from Adûnaic miyi, "small".
- Ori means "violent", how about "Azgara", from the Adûnaic for "wage war"?
- Óin comes from Old Norse Óinn, "the shy"; the closest I can get is Hampa, Quenya for "restrained".
- Glóin comes from something like "the glowing one", so it could be Kalima, which is the Quenya word for "bright" and also probably related to Merry's real name. It might, in other words, mean "cheerful".
- Kili means "wedge-user", so I say Felka, from Dwarvish felak "chisel"—Dwarves may use Dwarvish-derived "outer names" while still keeping their "inner names" secret, like how King Azaghâl probably isn't his real name.
- Fili means "file-user", so let's go with Mula, from Quenya mul- "grind".
- Bifur means "beaver" and by extension "hard worker", so Mota, from Quenya móta, "labor".
- Bofur comes from Bofurr, with a nasalized "O", but apparently nobody knows what it means.
- Bombur probably comes from "swollen", so Tuya, from Quenya tiuya, "to swell".
- Balin is theorized to come from "the burning one", which could give us Urat via Quenya "urya" and "urwa".
- Dwalin comes, undisputably, from "the sleeping one", so it could be Humat, from Quenya's word for "sleep".
- Gandalf, the "wand elf", which in Westron would be something like Olunnimir, from Quenya "olwen" for "wand" and Adûnaic "nimir" for "elf".