Except in very special and limited cases, they do not return to Middle-earth. After they leave the Halls of Mandos, they stay in Valinor.
Elves are immortal in all but two cases: they can die of injuries, and they can die of a broken heart. Basically, they aren't immortal the way the Greek Gods are immortal, but they are immune to age and sickness.
[ January 10, 2003: Message edited by: Susan Delgado ]
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"Man as a whole, Man pitted against the universe, have we seen him at all 'til we see that he is like a hero in a fairy tale?"
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