I've been running DW for my daughters a while, and they've just started reading Tolkien, so I've been thinking about this topic.  These are my musings, trying to meddle with DW as little as possible structurally--adding only one new track, and then custom moves, and some Fate color.  These rules haven't been tested in play, but they are informed by our actual DW play.

The Hope / Shadow Track

You start out with 6 hope boxes, no shadow.
Shadow is a one-way street; though hope can be regained, shadow can never be reduced.
There's a new debility, Weary: -1 forward. Weariness is removed after a Make Camp in relative safety.

When you hit 0 hope, you take Weary, and permanently mark off one hope box, which is now a shadow box.  Each time you mark a shadow box, the GM will read you a new Fate.   Cross out your old Fate, it is no longer true.  Everyone's starting Fate is "I shall know not a whisper of darkness.". The shadow fates are primarily fictional, though especially at higher levels the GM may require you to act to defy them.

Hope and Shadow Custom Moves

New GM / monster / location / item moves: drain hope, drain all hope

When you give hope to a companion, roll +Bonds. On a hit, restore one hope.
10+ Choose 2
7-9 Choose 1
 Remove their Weariness
 You do not lose one hope

When you see a companion who has lost all hope, roll +WIS or +Bond, your choice.  On a hit, restore all their hope.
7-9 Choose one
 *You lose all your hope
 *Make a shadow roll
6- GM chooses

When you make a perilous journey through Shadowed Lands, or when you Defy your Fate, roll -SHA (but do not roll if you have 0 SHA).

10+ You have dark and disturbing dreams, but awake refreshed.
7-9 You are haunted by visions during the day, and sleep only fitfully.  Choose one:
*mark weary
*go mad; your GM will tell you what you do, take 1 XP
*increase shadow, take 2 XP
6- GM chooses

The Fates
0 I shall know not a whisper of darkness
1 I shall live untroubled
2 My days shall not be haunted by visions
3 I shall not be tempted by visions
4 I shall not be obsessed with visions
5 I may yet walk in the daylight
6 I shall yet remember the light

When you must cross off your sixth and last Hope box, make a Last Breath roll to be Taken By The Dark.