The Lord of the Rings – Extended Edition DVDs have a great section called “The Taming of Smeagol”, where they talk of the process used to create Gollums 3D character. Includes modeling, motion capture, rigging and animation.
If you don’t have the DVDs, these two videos cover much of the material… maybe all… or more! Can’t remember. There’s a bit of overlap between the two linked videos, but if you enjoy one, you’ll find both interesting.