This definitive Wikipedia article on the subject of Stanley Kubrik seems to cover the bare facts.
http://en.wikipedia.org/wiki/Stanley_Kubrick's_unrealized_projects
The original CNN article that came out of a conversation with Peter Jackson during a premeire party for one of the new movies is no longer maintained by CNN, sadly. (Whoops here it is:)
http://edition.cnn.com/2002/SHOWBIZ/Movies/03/28/rings.beatles/index.html
The content of the CNN appears to be largely reproduced at this link, which then veers crazily into an apparent fiction:
http://www.rooftopsessions.com/OneRing.html
Here is a very comprehensive list of unrealized Beatles movie projects:
http://www.earcandymag.com/rrcase-6.htm
Here is an article with a few more details, but also a retelling of the CNN story:
http://dangerousminds.net/comments/john_lennon_wanted_to_play_gollum_in_a_beatles_lord_of_the_rings_movie_but
The comments on this content-free article are in themselves interesting:
http://www.metafilter.com/15933/Beatles-wanted-to-do-Lord-of-the-Rings-film-in-1960s