The most common Glorfindel theory out there says that after staying in the Halls of Waiting for a while, he was re-embodied by the Valar and sent back for reasons unknown. He probably came back in the mid-Second Age or during the early Third Age with the Istari. He took up residence in Imladris with Elrond.
In the Third Age, he helped conquer the Witch-King of Angmar by leading a force from Imladris and pinning the Witch-King between him and Earnur of Gondor. He was the one who delivered that famous prophecy about the Witch-king (that he won't be killed by any man). After that, the next time we hear of him is at Imladris, during the Council at Imladris where he said that it was folly to throw away the Ring or something along those lines.
As for Haldir, we don't know what happened to him after the Fellowship met him in Lothlorien. It is quite possible that he was with Celeborn in East Lorien after the War of the Ring. He's another one of those mysteries.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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