Take a look at the following sites to learn their history, culture, language and more.
Absolutely an indespensible tool for all things Tolkien.
LearnElvish.com
Offer dictionaries, grammar, Tengwar and more.
An Introduction to Elvish
Offers grammatical rules and wordlists.
Writing With Elvish Fonts
"This is a tutorial for some of the fonts and tools that can be used for
writing in Tengwar on a Windows PC."
Elves
Part of the Grey Havens - contains essays on elf topics.
Elvish Philosophy
Part of TolkienOnline - an essay on death.
Elvish Studies
This person's opening statement is rather inflmmatory but once you get past that
the site looks like it contains interesting/useful material.
ElvishCostume.org
Pages are dedicated to the movie elves costumes. Includes pictures of costumes created by fans and tips for creating your own elvish hair and makeup.
LOTR Costume
A costume research site.
Elvish Naming Customs
Part of Mellonath Legolas. A summarized "history" of the custom.
Elvish Homes
Part of Middle Earth Tours. A specialty tour on different elvish homes. Be prepared to spend time at this site perusing everything else they have to offer!
Elvish Food
My compilation of elvish recipes aka Dinner with an Elf
