Melian
Actually a Maia who became an elf when she married Thingol, who she found in the woods of Middle-Earth. In the woods of Nan Elmoth, Melian and Thingol were wed and they built the kingdom of Doriath. To protect it, Melian made a border called the Girdle of Melian, which none could pass without her permission. When Thingol was killed, Melian went to Valinor for good.