[StarJewel]

Some of the Elves left Valinor more or less voluntarily after the theft of the Silmarils. Most of them followed Feanor or Fingolfin. Once they left, though, they really couldn't go back. So, they stayed in Middle Earth, most of them getting killed over the ages. Galadriel was one of the last, if not the last, "exile" from Valinor alive at the time of Lord of the Rings. But, she did go back at the end.

I hope that makes sense, I'm kind of tired and seeing several screens at the moment...