Elven Cities

[Lord of Angmar]

like the ones the four Hobbits met in the Shire.

That is a good point. The Elves that Frodo, Sam and Pippin (Merry was waiting for them in Buckland) ran into were High Elves of the Noldorin race, and probably wandered in the Northern part of Middle-earth for most of the Third Age, probably staying a good deal in Lothlorien or, especially, Rivendell.

There were a great many other Elven cities in the First and Second Ages. You can find information about them probably through the "Search" function or the Encyclopedia of Arda, if you wish to forgo reading Tolkien's books themselves.