I certainly hope you weren't looking for Tolkien Elves or Santa's Helpers.
"Elves" appear to be a part of the pagan Anglo-Saxon belief system; the word is Germanic in origin.
However, it's hard to tell the nature of ancient Germanic elves because all of the written references were produced later, by Christians. Literacy in Britain at that time was mostly restricted to Christian clerics. And to them, elves were creatures of Satan.
We have no less an authority than J.R.R. Tolkien himself:
In all Old English poetry ‘elves’ (ylfe) occurs once only, in Beowulf, associated with trolls, giants, and the Undead, as the accursed offspring of Cain.
-Letters of J.R.R. Tolkien, #236
This is a reference to the very first chapter of Beowulf, which concludes with a diatribe on the ancestry of the monster Grendel:
Þanon untydras ealle onwocon, ([Of Cain] awoke all that woeful breed)
eotenas ond ylfe ond orcneas, (Ettins and elves and evil-spirits)
swylce gigantas, þa wið gode wunnon (as well as the giants that warred with God)
lange þráge; he him ðæs lean forgeald. (through a long age: but their wage was paid them)
-(Text and translation (which I presumed to tweak) from the Beowulf project at McMaster University)
Even this single line from Beowulf is referenced to Biblical mythology!
The British Library holds some other Anglo-saxon manuscripts referencing Elves, but the most important example is a prayer attempting to exorcise an Elf from the person it was possessing.
We have no direct written evidence for pre-Christian society or even later popular beliefs amongst the Anglo-Saxons; however, belief in elves features in later medieval accounts of Norse paganism, which may have shared some elements of its mythology with Anglo-Saxon paganism.
-Alison Hudson, British Library
The Icelandic Eddas, our most comprehensive source for Norse mythology, contain references to Elves, and some scholars think that the belief system described there aligns better with that of the pagan Anglo-saxons than any British sources. But even the Eddas were written down in the 13th century, after Christianization.
(My starting point was Daniel Helen's excellent article for the Tolkien Society.)