We all know that slashers - those who write, draw, discuss, or simply imagine same-sex relationships between fictional characters - can find a world of meaning in a smile, a look, a kind (or unkind) word. Tolkien's plethora of male characters offer nigh-unlimited opportunities for loving (or antagonistically-loving) relationships between them.
Far less prolific are the opportunities for femslash. Tolkien just doesn't have many women, and those he did create don't interact very much. There's always the final refuge of the hopless femslasher - simply pushing them together based on geographic proximity (you can do a lot with Hobbits that way), but wouldn't it be nice to have actual hints at relationships to build on?
This list consists of all such hooks I've been able to find, across the length and breadth of the Legendarium, arranged in roughly chronological order within the history of Arda.
(Of rather depressing note is that a lot of these never made it into the published canon, but are instead found scattered throughout the History of Middle-earth. Still, it's good enough for 'shipping...)
Vaire/Miriel: "'Nay!' said Vaire suddenly. 'The fea of Miriel is with me. I know it well, for it is small. But it is strong; proud and obdurate.'" (HoME X, 'The Statute of Finwe and Miriel') & "Therefore [Miriel] went to the doors of the House of Vaire and prayed to be admitted; and this prayer was granted, although in that House none of the Living dwelt nor have others ever entered it in the body. But Miriel was accepted by Vaire and became her chief handmaid..." (HoME X, 'The Statute of Finwe and Miriel')
Nienna/Miriel: "But Nienna said to Mandos: 'Nay! Let Miriel have the joy of her body and of the use of its skills in which she delighted.'" (HoME X, 'The Statute of Finwe and Miriel')
Anaire/Earwen: "Fingolfin's wife Anaire refused to leave Aman, largely because of her friendship with Earwen wife of Arafinwe (though she was a Noldo and not one of the Teleri)." (HoME XII, 'The Shibboleth of Feanor') [Inspired by Dawn Felagund's beautiful Cradle of Stars and its prequels.]
Nerdanel/Indis: "...it is implied that Indis did not depart with Finwe to Formenos, because it is told that Feanor's wife Nerdanel would not go with him into banishment and 'asked leave to abide with Indis'" (HoME X, 'The Statute of Finwe and Miriel')
Miriel/Indis: "And when she learned of Finwe all that had befallen since her departure... she said to Finwe in her thought: '...the children of Indis shall redress [Feanor's] errors and therefore I am glad that they should have being, and Indis hath my love." (HoME X, 'The Statute of Finwe and Miriel')
Arien/her maidens: "Then did [Arien] bid many of her maidens follow her, even of those who had aforetime watered the roots of Laurelin with light, and casting aside their raiment they went down into that pool Faskalan as bathers into the sea, and its golden foams went over their bodies, and the Gods saw them not and were afraid. But after a while they came again to the brazen shores and were not as before, for their bodies were grown lucent and shone as with an ardour within, and light flashed from their limbs as they moved, nor might any raiment endure to cover their glorious bodies any more." (HoME I, 'The Tale of the Sun and Moon') [They then go off to sail the ship of the Sun together, far away from prying eyes.]
Galadriel/Melian: "Galadriel... remained in the Hidden Kingdom, and abode with Melian, and of her learned great lore and wisdom concerning Middle-earth." (Silm, 'Of the Return of the Noldor')
Erendis/her servants & Ancalime/her servants: "Thither she took AncalimŽ, and they were all the company that either had. For Erendis would have only servants in her household, and they were all women; and she sought ever to mould her daughter to her own mind, and to feed her upon her own bitterness against men. AncalimŽ seldom indeed saw any man..." (UT, 'The Mariner's Wife') [Erendis' and Ancalime's distaste for men is a constant theme through the latter parts of the tale, though there are no named women to 'ship them with besides the elderly Zamin.]
Dwarf women in general: The number of dwarf-men that marry is actually less than one-third. For not all the women take husbands: some desire none..." (LotR Appendix A, 'Durin's Folk')