In the first age of Stars, Melkor captured some Elves, took them to Utumno and "twisted" them into the race of Orcs through the "slow arts of cruelty". He ruined their forms through hideous acts of torture. The only joy they now could obtain was through the pain of others.
From these elves-turned-to-orcs, Melkor breed an entire race of slaves for himself. They survived, generation after generation, until the War of the Ring.
Elves were immortal and ageless, yet they could be destroyed...slain with fire or in battle, murdered, even die from extreme grief. I assume that orcs kept this aspect of their once-elven being.
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