Compendiums 1 to 4 are available as daily repeatable quest rewards. Compendium 5 is barterable at skirmish camps for marks/medallions and from Quickbeam the Ent in the Entwood (level 95 area) for Fangorn leaves. It may be available from some other NPC's but I only remember those ones right now.
The Relicmaster NPC at Anazarmekham in Moria has the quest (Trace Metals) for Compendium 1.
The Relicmaster NPC at Ost Galadh in Mirkwood has the quest (Silken Strands) for Compendium 2.
Bron in Galtrev/Enedwaith (near the forge and relic master NPC's) has the quest (Forges of Isengard) for Compendium 3.
The scholar instance in Hytbold in eastern Rohan has Compendium 4 as a selectable quest reward.
Therina - Hobbit Guard Rongo - Hobbit Warden
Frood - Man Minstrel Garmun - Man Captain
Zorosi - Dwarf Champ Froodaroon - Elf Hunter
Southern Defenders - Arkenstone (formerly Elendilmir)