A variety of plant popular in gardens, with characteristic rounded leaves and prominent flowers of red, orange, gold or pale yellow. They are recorded as growing in the gardens of Bag End, and so doubtless were grown in other gardens in the Shire, too.
The nasturtian was the subject of a minor dispute between Tolkien and the proof-reader of Lord of the Rings, who mistakenly corrected Tolkien's nasturtian to its generally more common - now almost universal - spelling nasturtium. Tolkien's point was that Nasturtium actually describes watercress, a completely unrelated plant (the confusion between the two arises because they produce similar oils, but the plants themselves are quite different in appearance). The 'correction' was retracted, and Tolkien's preferred form nasturtian now appears in the text of The Fellowship of the Ring.
To confuse matters further, nasturtians originate in South America, so it's difficult to see how the Hobbits of the Shire could have been cultivating them in their gardens thousands of years ago. In some cases, Tolkien uses the name of a modern plant or flower to describe a similar plant grown by the Hobbits, but not necessarily identical, so it may be that the flowers in Bilbo's garden were actually neither nasturtians nor nasturtiums, but a brightly coloured native flower of similar appearance.
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