Actually in FotR it says the elves ARE leaving.<P>It's in the scene where Gandalf is talking to Elrond about where the ring will go, then Elrond says something like "my people are leaving these shores."
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My body is broken. I go to my fathers. And even in their mighty company I shall not now be ashamed. I felled the black serpent. A grim morn, and a glad day, and a golden sunset!
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