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Awakening

The Elves awoke during the Years of the Trees in the First Age on the shores of Lake Cuiviénen under the starlit sky, as Middle-earth lay in darkness by then. There they were discovered by the Vala Oromë, who brought the tidings of their awakening to Valinor.

The Silmarillion states that Melkor, the Dark Lord, had already captured some wandering Elves, and twisted and mutilated them until they became the Orcs. However, Tolkien ultimately became uncomfortable with this Elvish origin, and devised different theories about the origin of Orcs.

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Sundering

The Valar decided to summon the Elves to Valinor rather than leaving them dwelling in place where they were first awakened, near the Cuiviénen lake in the eastern extremity of Middle-earth. They sent Oromë, who took Ingwë, Finwë and Elwë as ambassadors to Valinor.

Returning to Middle-earth, Ingwë, Finwë and Elwë convinced a great host to take the journey to Valinor. Not all Elves accepted the summons though, and those who did not became known as the Avari, The Unwilling.

The others were called Eldar, the People of the Stars by Oromë, and they took Ingwë, Finwë and Elwë as their leaders, and became respectively the Vanyar, Noldor and Teleri. On their journey, some of the Teleri feared the Misty Mountains and dared not cross them. They turned back and stayed in the vales of the Anduin, and became the Nandor; these were led by Lenwë.

Oromë led the others over the Misty Mountains and Ered Lindon into Beleriand. There Elwë became lost, and the Teleri stayed behind looking for him. The Vanyar and the Noldor moved onto a floating island that was moved by Ulmo to Valinor.

After years, Ulmo returned to Beleriand to seek out the remaining Teleri. As Elwë had not yet been found, a great part of the Teleri took his brother Olwë as their leader and were ferried to Valinor. Some Teleri stayed behind though, still looking for Elwë, and others stayed on the shores, being called by Ossë. They took Círdan as their leader and became the Falathrim. All Teleri who stayed in Beleriand later became known as the Sindar.

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Exile

In Valinor, Fëanor, son of Finwë, and the greatest of the Noldor, created the Silmarils in which he stored a part of the light of the Two Trees that were lighting Valinor. After three ages in the Halls of Mandos, Melkor was released. He spread his evil, and eventually killed Finwë and stole the Silmarils. Fëanor then named him Morgoth (Q. The Black Enemy). Fëanor and his seven sons then swore to take the Silmarils back, and led a large army of the Noldor to Beleriand.

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Wars of Beleriand

In Beleriand, Elwë was eventually found, and married Melian the Maia. He became the overlord of Beleriand, naming himself Thingol (S. Grey-cloak). After the First Battle of Beleriand, during the first rising of the Moon, the Noldor arrived in Beleriand. They laid a siege around Angband (Morgoth's fortress), but were eventually defeated.

Then Eärendil the Mariner, a half-elf from the House of Finwë, sailed to Valinor to ask the Valar for help. Then the Ban of the Noldor was lifted, and the Valar started the War of Wrath, in which Morgoth was finally overcome.

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Second and Third Age

After the War of Wrath, the Valar tried to summon the Elves back to Valinor. Many complied, but some stayed. During the Second Age they founded the Realms of Lindon, Eregion and Mirkwood. Sauron, Morgoth’s former servant made war upon them, but with the aid of the Númenóreans they defeated him.

During the Second and Third Age they held some protected realms with the aid of the Rings of Power, but after the War of the Ring they waned further, and most Elves left Middle-earth for Valinor. Tolkien's published writings give somewhat contradictory hints as to what happened to the Elves of Middle-earth after the One Ring was destroyed at the end of the Third Age.

After the destruction of the One Ring, the power of the Three Rings of the Elves would also end and the Age of Men would begin. Elves that remained in Middle-earth were doomed to a slow decline until, in the words of Galadriel, they faded and became a "rustic folk of dell and cave," and were greatly diminished from their ancient power and nobility. While the power of the remaining Noldor would be immediately lessened, the "fading" of all Elvenkind was a phenomenon that would play out over hundreds and even thousands of years; until, in fact, our own times, when occasional glimpses of rustic Elves would fuel our folktales and fantasies.

There are many references in The Lord of the Rings to the continued existence of Elves in Middle-earth during the early years of the Fourth Age. Elladan and Elrohir, the sons of Elrond, do not accompany their father when the White Ship bearing the Ring-bearer and the chief Noldorin leaders sails from the Grey Havens to Valinor; they are said to have remained in Lindon for a time. Celeborn is said (in Appendix A) to have added most of southern Mirkwood to the realm of Lórien at the end of the Third Age, but elsewhere Tolkien wrote that Celeborn dwelt for a while in Lindon before at last leaving Middle-earth for Valinor.

Tolkien also wrote that Elves moved to Ithilien during King Elessar's reign, and assisted in the rebuilding of Gondor. They primarily resided in southern Ithilien, along the shores of the Anduin. It is also implied that Elves continued to dwell at the Grey Havens, at least for a certain period. Tolkien states that Círdan did not sail with Elrond, Galadriel, and the others at the end of The Lord of the Rings, and Sam Gamgee sailed from the Havens decades afterwards, so it would seem that at least some Elves remained in Mithlond at that time. Círdan would supposedly leave on the last ship ever to leave the havens. Legolas also sailed to Valinor after Elessar's death, and although the reference to this in The Lord of the Rings states that it was Legolas himself that built the ship, it seems unlikely that any Wood-Elf from Mirkwood could have done so without the assistance of Círdan's folk, whom Tolkien elsewhere said were the only Elves remaining at the end of the Third Age with the skill to build the great ships that sailed from Middle-earth to the Blessed Realm.

In "The Tale of Aragorn and Arwen" that is found in Appendix A, Tolkien depicts a Middle-earth where most Elves have already left. The majority of those who remained lived in Mirkwood, while a much smaller population was in Lindon. Aragorn speaks of the empty garden of Elrond in Rivendell. Most strikingly, after Elessar's voluntary death, she flees to a Lórien that is depicted as wholly abandoned, and gives up her own spirit in its sad and silent confines.