I might be misremembering, but I'm pretty sure that Legolas did not return to the Shire with the hobbits. According to Wikipedia, he was shot by "Hobbit archers

I might be misremembering, but I'm pretty sure that Legolas did not return to the Shire with the hobbits. According to Wikipedia, he was shot by "Hobbit archers" from the impromptu militia the four adventurers organized.