All I could find doing a quick search is this from the end of the Prologue to LotR:
Quote:
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There [=in Rivendell, P.], though Elrond had departed, his sons long remained, together with some of the High-Elven folk. It is said that Celeborn went to dwell there after the departure of Galadriel; but there is no record of the day when at last he sought the Grey Havens, and with him went the last living memory of the Elder Days in Middle-earth[emphasis mine, P.]
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As Círdan was presumably older than Celeborn (possibly a first generation Elf from Cuiviénen?), this seems to imply that he sailed either with Celeborn or before him.
As for the remaining Elves from Mirkwood and Ithilien (or Lórien, for that matter), I don't think all of them ever left Middle-earth - many (most?) probably remained, slowly fading over the millennia. For all we know, they're still around
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(x-ed with
Inzil: Thanks for the Silmarillion quote, I vaguely remembered there was something like this.)