This article is from the Tolkien FAQ, by William D.B. Loos loos@hudce.harvard.edu with numerous contributions by others.
Yes. In addition to a number of general statements to this effect at
least two Elves are specifically said to have been "re-embodied" after being
slain: Finrod Felagund and Glorfindel (see LFAQ, Elves, 2). ("Re-embodied"
is used rather than "reincarnated" because in the case of Elves (unlike
what's usually meant in a human context) the spirit was reborn in a body
resembling the original and furthermore all its former memories would be
substantially intact).
 
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