The short answer is "no": these are mostly movie inventions.
As you say, the snow-walking does occur, but that's the only one.
The scene in Balin's tomb is somewhat different in the books, and the troll is not even present in the main battle. Instead the battle is a much shorter affair instead of the extended scene of the movie, and is fully described as follows:
The affray was sharp, but the orcs were dismayed by the fierceness of the defence. Legolas shot two through the throat. Gimli hewed the legs from under another that had sprung up on Balin's tomb. Boromir and Aragorn slew many. When thirteen had fallen the rest fled shrieking.
The warg attack in Two Towers doesn't even happen at all in the books, and at Helm's Deep Legolas functions as just another warrior: the only thing of note is his contest with Gimli for who kills the most Orcs.
As for the Battle of the Pelennor Fields, the sole mention of Legolas is his arrival with Aragorn on the Black Ships:
There came Legolas, and Gimli wielding his axe, and Halbarad with the standard, and Elladan and Elrohir with stars on their brow, and the dour-handed Dunedain, Rangers of the North, leading a great valour of the folk of Lebennin and Lamedon and the fiefs of the South.
The only other feat of note that he does do in the books (and which doesn't occur in the movies) is rope-walking on the way to Lórien:
'Celebrant is already a strong stream here, as you see,' said Haldir 'and it runs both swift and deep, and is very cold. We do not set foot in it so far north, unless we must. But in these days of watchfulness we do not make bridges. This is how we cross! Follow me!' He made his end of the rope fast about another tree, and then ran lightly along it, over the river and back again, as if he were on a road.
'I can walk this path,' said Legolas; 'but the others have not this skill. Must they swim?'