Glorfindel in the Silmarillion if I remember correctly died defending the Lost City of Gondolin. (He is known as Glorfindel I)

The more commonly thought of and known Glorfindel from the silmarillion is know as Glorfindel II. He was Elrond's messenger, and scout. He also was an elf of high note for he was descended from the first Glorfinel the Silmarillion mentions.

Hope that answers your question.

Gandalf