Elves of Valinor

Those Elves who dwelt in Valinor were three of the kindreds of the Elves: the Vanyar, the Noldor and those of the Teleri who came to Aman in the train of Oromë.

The Vanyar dwelt with the Valar in their Valmar, the Noldor in Tirion (as well as various fortresses and mines in the encircling Pelóri mountains), and the Teleri in Alqualondë. After the Third Age, those Noldor who had remained in exile in Middle-earth returned, followed by many of the Sindar and Silvan Elves. The Vanyar and Teleri never departed from Valinor save during the War of Wrath, and then to the best of our knowledge none remained in Middle-earth.