Arwen is a seperate case because she has mortal blood running through her. Elrond's father was Earendil and Earendil's father was Tuor, who was a mortal man. If one posses any mortal blood then their spirits must leave Middle Earth when their bodies die (as opposed to elven spirits, which remain in Middle Earth) Because of the great deeds of Earendil (of which, many are recounted in the Silmarillion) he and his progeny are given the choice of which race they wish to belong to. Earendil chose to be counted among the elven race, as did his elder son Elrond. Elros, Elrond's brother, chose to be counted among mortal men, he becomes the first king of Numenor. Aragorn is related to Elros, but of coarse many generations removed. Arwen chose to be counted among the mortals as well in order to remain with Aragorn. The fait of Elrond's twin sons is never revealed to us, all that is said is that they dwelt in Rivendell for some time. I've always believed they sailed into the west some time later.
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Yet the lies that Melkor, the mighty and accursed, Morgoth Bauglir, the Power of Terror and of Hate, sowed in the hearts of Elves and Men are a seed that does not die and cannot be destroyed; and ever and anon it sprouts anew, and will bear dark fruit even unto the latest days.
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