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In both The Lord of the Rings and The Silmarillion, it is suggested that men can learn to use magic. Quotes demonstrating this follow: (from The Lord of the Rings):

The Lieutenant of the Tower of Barad-dûr he was, and his name is remembered in no tale; for he himself had forgotten it, and he said: 'I am the Mouth of Sauron.' But it is told that he was a renegade, who came of the race of those that are named the Black Númenóreans; for they established their dwellings in Middle-earth during the years of Sauron's domination, and they worshipped him, being enamoured of evil knowledge. And he entered the service of the Dark Tower when it first rose again, and because of his cunning he grew ever higher in the Lord's favour; and he learned great sorcery, and knew much of the mind of Sauron; and he was more cruel than any orc.

(from The Silmarillion):

Those who used the Nine Rings became mighty in their day, kings, sorcerers, and warriors of old. They obtained glory and great wealth, yet it turned to their undoing

This makes me wonder... are there any other instances of men who have the ability to learn magic? Also, why don't all men learn magic? It seems to me that Sauron would have had a much harder time dominating men if the men he sought to dominate were sorcerers, themselves. Additionally, if magic is something that can be learned, what, then, separates a maiar or an ainur from a mere man?

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The most obvious example is the Barrow Blades, described in the Two Towers chapter 1:

They were borne by the hobbits. Doubtless the Orcs despoiled them, but feared to keep the knives, knowing them for what they are: work of Westernesse, wound about with spells for the bane of Mordor.

That's a clear case of Men making magical weapons.

There's also a case of Beren casting a spell on Luthien in Aragorn's song on Weathertop; this may be figurative rather than literal, but I include it anyway:

One moment stood she, and a spell
His voice laid on her: Beren came,

Aragorn clearly has a healing capability beyond that of ordinary men, and at one point seems to cast a spell over the Morgul Blade:

He sat down on the ground, and taking the dagger-hilt laid it on his knees, and he sang over it a slow song in a strange tongue.

Gandalf's statement at the Doors of Moria suggests that Elves, Men and Orcs all have magic-using capabilities:

I once knew every spell in all the tongues of Elves or Men or Orcs that was ever used for such a purpose.

In fact, magic in LotR is significantly more prevalent than common opinion has it to be; there are enchanted items and beings around every corner (Frodo is even mistaken for "a travelling magician" in Bree after the Ring incident, suggesting that travelling magicians are at least reasonably well-known), and the Fellowship themselves are laden with enough magic items to satisfy even the greediest D&D players.

In LotR we also have cases of Dwarves making magical toys (for Bilbo's party):

There were toys the like of which they had never seen before, all beautiful and some obviously magical. Many of them had indeed been ordered a year before, and had come all the way from the Mountain and from Dale, and were of real dwarf-make.

And in the Hobbit we have Dwarves casting spells over the Troll's horde:

Then they brought up their ponies, and carried away the pots of gold, and buried them very secretly not far from the track by the river, putting a great many spells over them.

The one species is Middle-earth that we know for certain doesn't use magic is Hobbits; from the prologue:

But Hobbits have never, in fact, studied magic of any kind.

This also indicates that magic - for mortals - is something that must be studied, which explains why not all men use it. For Elves it's obviously different; it's part of their innate capabilities and as natural to them as breathing (which is why they have trouble understanding what the Hobbits mean when they say "magic" in Lorien).

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    "He can perceive, if he bends his will thither, much of what is passing in the minds of men, even those that dwell far off. It is difficult to deceive him, and dangerous to try." - taken in combination with the Vinyar Tengwar, Number 39, which confirms that the Ainur and all the Children of Illuvatar have the potential to read minds.
    – Shamshiel
    Commented Dec 31, 2013 at 23:46
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    @Shamshiel - I read that as Gandalf just commenting on Denethor, but not actually claiming any particular powers for him. The obvious explanation is the Palantir he's been using, of course (although it takes a re-read to realise that). Not saying you're wrong (you may be right), just the way I read it.
    – user8719
    Commented Dec 31, 2013 at 23:51
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    Pippin also feels a "strain" between Denethor and Gandalf when they look into each others eyes, notices that Denethor "looked indeed much more like a great wizard than Gandalf" and he saw that "Denethor and Gandalf still looked each other in the eye, as if reading the other's mind." This is actually the very ability the palantir enhanced, when in use, so Denethor would have had practice anyhow.
    – Shamshiel
    Commented Jan 1, 2014 at 0:01
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    This may also be a reference to the Palantiri essay in UT - "a man of great mental powers, and a quick reader of thoughts behind faces and words" - but I'd be careful about reading that as explicit confirmation that he's "telepathic"; on the other hand the Ósanwe-kenta (Enquiry into the Communication of Thought) claims that "Men have the same faculty as the Quendi, but it is in itself weaker", but that's a statement of a character of Tolkien's and not of Tolkien himself.
    – user8719
    Commented Jan 3, 2014 at 0:34
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    Excellent answer, though the "greediest D&D players" would I think be nonplussed by most or all of the Fellowship's magic items, with the possible exception of whatever Gandalf has.
    – Dronz
    Commented Dec 18, 2014 at 18:22