And Dominic told MTV the final film is "truly sad".
He said: "It's the kind of bringing together of a lot of stories. And what the fellowship has to sacrifice to essentially save Middle Earth is huge.
"So you see these people facing the consequences of their actions. It's just a beautiful, beautiful film."
There is also a new character to meet in the final part - Shelob the giant spider.
Shelob actually is in the second book, The Two Towers, but fans don't get to see it on the big screen until the Return of the King.
Elijah and Dominic will soon to go back to New Zealand where all three films were shot. They have to finish off bits of re-filming with director Peter Jackson.
The film then has its worldwide premiere in New Zealand on 17 December.
Before then, The Two Towers DVD is released on 26 August, with an expanded version with loads of extras out in November.