Glorfindel

Warning: Wikipedia contains spoilers

Glorfindel first comes in as a Noldor in the account of the escape of Tuor[?], Idril, Eärendil and many others from the fall of Gondolin in the First Age. When a Balrog waylays the escapees in the Encircling Mountains[?] above Gondolin, Glorfindel battles him on top of a rocky pinnacle. Both fall to their deaths.

Glorfindel reappears at the end of the Third Age as an Elf-lord sent by Elrond to help the wounded Frodo reach Rivendell, as told in The Fellowship of the Ring. In the Peter Jackson film version of the same name, Arwen does the honors instead, a somewhat controversial move (to fans) to bolster the few active female roles.

It is highly unusual (though not impossible) for an Elf to return from the Halls of Mandos, and in the case of Glorfindel it seems simply to have been an accident. In the The Return of the Shadow (a volume in the The History of Middle-earth), Christopher Tolkien states that some time after the publication of The Lord of the Rings, his father "gave a great deal of thought to the matter of Glorfindel" (p. 214), and decided that it was a "somewhat random use" of a name from The Silmarillion that would probably would have been changed, had it been noticed sooner. Tolkien had a well-documented (and confusing!) habit of inventing and changing character names while writing drafts, so this is not too surprising. Nevertheless, seeing that the mistake had been made, Tolkien devised a rather complex story to explain Glorfindel's return, in which Glorfindel was sent back to Middle-earth by the Valar during the Second Age as a kind of predecessor to the Istari