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On the one hand, they are physically very similar to humans, and the only crucial difference is that they don't age or fall ill. This, as well as frequent mention of food being eaten by elves, gives the idea that they do need to eat. On the other hand, Tolkien mentions elves that had been lost in the ice fields on their journey from Valinor to the Middle-Earth, and he speculates that they still wander there being lost. As there is practically no food to be found there, this seems to suggest that elves don't need food to survive.

  • Interesting question. My first instinct would be to suggest that not eating would weaken the hröa and make it easier for the fëa to consume it; not sure if canon bears that out though – Jason Baker Jun 18 '15 at 21:16
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    One of Feanor's son's, Maedhros was hung by one hand from a precipice for 30 years by Morgoth and lived. Hard to think there were a lot of food deliveries there. – Oldcat Jun 18 '15 at 21:19
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    @Oldcat - Morgoth is messed up enough to feed him so he'll linger for as long as possible. – Wad Cheber Jun 18 '15 at 21:21
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    See the update to my answer. It is absolutely certain that Elves can, and sometimes did, starve to death. – Wad Cheber Jun 23 '15 at 5:49
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It seems so, but there is no clear evidence either way. The Silmarillion does hint that Elves can starve and die of extreme cold, and that perhaps some did while crossing the Helcaraxe. The "Ask Middle-earth" blog covered this.

Tolkien states right out that “the Elves die not till the world dies, unless they are slain or waste in grief (and to both these seeming deaths they are subject).” So possible elf deaths fall into two categories: those that are slain, and those that die of grief...

Though nothing is said about it directly, it’s also suggested that elves could die of starvation or extreme cold. There’s a few references made to this in The Silmarillion, though never of an elf actually dying of these causes. Either way, it’d take some serious starvation or extreme cold to do it, as elves are much much hardier than men.

As for the “waste in grief” option, that’s a bit more complicated, just because it’s vague (typical for Tolkien.) Luthien, when Beren died (the first time), was said to die of grief and broken heart. But then there’s the interesting case of rape. It’s said in “Laws and Customs of the Eldar” that, in the case of rape “one so forced would have rejected bodily life and passed to Mandos.” The only way to avoid this was to travel to Valinor immediately, like Celebrian did. So it seems to me that when something horrible (like a broken heart or rape, based on the examples Tolkien gives us) happens elves can literally lose the will to live, and so they die.

It seems likely that an Elf wouldn't starve very quickly, though - the Elf Voronwë spent seven years lost at sea and didn't starve; although we might assume that he had plenty of fish to eat, the story (in Unfinished Tales) never says so.

Elves are extremely concerned about preserving and healing the world, so when we read about them hunting (which we do, fairly frequently), it is almost impossible to imagine them doing so unless they need to eat to survive.

Update:

It appears that at least two Elves are known to have starved to death: the twin brothers Elurín and Eluréd. They were the sons of Dior, who was in turn the son of Beren and Lúthien. The sons of Fëanor attacked Dior's kingdom, killed Dior, his wife, and many others, and sent the boys into the woods to starve. Maedhros, one of the less horrible sons of Fëanor, later repented this act, and spent quite a bit of time trying to find and rescue the boys, but to no avail. Christopher Tolkien has confirmed that they died shortly after being sent out, when they were only 7 years old.

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    It would have to be extreme cold, Legolas isn't bothered at all by the cold on the misty mountain passes at all. – user46509 Jun 18 '15 at 21:27
  • @CarlSixsmith - the others didn't suffer from frostbite or hypothermia, either, though. It was unpleasantly cold on the mountain, but not unsurvivable. – Wad Cheber Jun 18 '15 at 21:28
  • Also, Boromir was too stupid to realize that Frodo was better off under the snow than on top of it. Snow is an excellent insulator. – Wad Cheber Jun 18 '15 at 21:30
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    That means that hobbits are easier to kill than men, dwarves, and elves. Not really relevant here. – Wad Cheber Jun 18 '15 at 21:33
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    There's further in-universe evidence that they actually do eat and are susceptible to starvation. During the Sundering of the Elves, where the Eldar took the great journey to Valinor, Yavanna gave them the gift of special corn, which is used to produce Lembas Bread, said to fill up a man from one bite. I'd assume from this statement that an elf probably needs more food than a man to fill themselves up. There's no indication how susceptible they are to starvation, but based on this evidence I'd safely say it's a "thing". – John Bell Jul 31 '15 at 10:16

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