The Eldar are a race of space Elves created by Games Workshop for Warhammer 40000 (or 40k as it is commonly known) as an opposite to the High Elves of Warhammer. The Eldar are a tall, pointy-eared race of humanoids who's alliance with humanity is shaky, working with them at one point and attempting to kill them the next. The Eldar use a collection of exotic weaponry, including shuriken weapons (guns which shoot razor sharp discs), grav-tanks and the fearsome Witchblade. All Eldar are powerful psykers (magic users of the 40k universe).
Eldar are responsible for the creation of the Chaos god Slaanesh and the location in the 40k universe known as the Eye of Terror. The events that led to the creation of these is known as the Fall of the Eldar and killed many psykers throughout the universe. The Eldar pantheon after the Fall was brought down to three gods: Cegorach, the laughing god, Kaela Mensha Khaine, the war god, and Isha, the goddess of the harvest. Khaine's physical body was shattered in a battle against the Chaos gods Slaanesh and Khorne, while Isha was captured by Slaanesh, then kidnapped from him by his brother Nurgle. The Fall also led to the Eldar losing all worlds they once held, forcing them onto immense spacecraft known as Craftworlds, like that to the right.
Ever since the Fall, the Eldar have been a divided people. Those that didn't want to relive the Fall stayed on the Craftworlds, as Eldar. The other half, who wanted to stick to the traditional Eldar ways, which were the cause of Slaanesh's creation, were outcasted and were sent away from the Craftworlds. These were the Dark Eldar, who were seen as traitors by their former brothers and sisters. The Dark Eldar now reside in the dark city of Commoragh, somewhere in the webway (an ancient system that allows the Eldar to travel without ships to any world where there is another webway gate). Three subgroups were spawned soon after this: the Eldar pirates, Exodites and Harlequins. Pirates are outlaws, much like 16th century pirates, who prey on the helpless, but retain the vicious hatred for the opposite kind of Eldar. Exodites are Eldar who haved returned to planet life instead of craftworld life. This has forced them to live in primitive ways. The Harlequins are followers of Cegorach who go between the Eldar and Dark Eldar, putting on plays of the Eldar's history. They are some of the most dangerous warriors in both the Eldar and Dark Eldar forces.