When did the last of the High Elves leave Middle Earth ?

[Pitchwife]

Originally Posted by Inziladun

I don't believe Celeborn was of the High Elves. Wasn't he one of the Sindar from Doriath?

That depends on which of the variant backstories in UT you choose to believe. According to one of them, he was a Teler from Alqualonde; if so, he certainly qualifies as a High-Elf, having lived in Aman - probably the only non-Noldorin High-Elf left in Middle-earth. (Myself, I prefer the Doriath backstory - if only because it gets rid of his Telerin name, one of the most embarrassing unintentional puns in recorded history;!)
Good point about Sam, Lindale. I think we can safely assume that Sam didn't build and/or sail his ship by himself, so some of Círdan's people must have stayed there at least that long. They needn't have been High-Elves, however - more likely they were Sindar from the Falas who came there with their lord Círdan after the ruin of Beleriand. The Noldor never were great shipwrights or mariners, apart from a few illustrious exceptions like Voronwe and his shipmates.
As for the question whether Elladan and Elrohir ever sailed west, see here.