[Guinevere]

Come to that, what do you *do* with a dead elf? Aside from leaving them simmering in the dead marshes, I can't recall any elven gravesites.

I recall four elven graves from the Silmarillion:

Finrod Felagund was buried by Beren and Luthien:

And they buried the body of Felagund upon the hill-top of his own isle, and it was clean again; and the green grave of Finrod, Finarfin's son, fairest of all the princes of the Elves, remained inviolate, until the land was changed and broken, and foundered under destroying seas. But Finrod walks with Finarfin his father beneath the trees in Eldamar.

Beleg is buried by Gwindor and Turin:

together they laid Beleg in a shallow grave, and placed beside him Belthronding his great bow

The unhappy Finduilas was buried by the woodmen of Brethil:

They laid her in a mound near that place, and named it Haud-en-Elleth, the Mound of the Elf-maid.

And that's the place where Túrin later finds Nienor/Niniel. (Húrin finds Morwen at Túrin's grave)

After the fall of Gondolin, Glorfindel defended the fugitives against a Balrog on a high pass and was killed

Then Thorondor bore up Glorfindel's body out of the abyss , and they buried him in a mound of stones beside the pass; and a green turf came there, and yellow flowers bloomed upon it amid the barrenness of stone, until the world was changed.

All these Elven-graves are just green mounds, without any names on them.
Since Elves are only killed in battle or fight, they are usually buried where they die, and the survivors who bury them have not much time. Also, I agree with Saucepan-Man that Elves probably wouldn't feel the need for any memorial like tombstones, since they expected their Fëa to go to Mandos' Halls and be reincarnated eventually.

It strikes me that the descriptions of the graves of Finrod and of Glorfindel are very similar to the one of Arwen's grave. Don't you think so too?