Here comprises a very brief history of the Eldar race in the game universe of Warhammer: 40,000.
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The Eldar are one of the oldest and most advanced races the Warhammer 40,000 universe has to offer, although they are younger than other groups, such as the C'Tan, or the Necrons. The Eldar are humanoids, more slender, agile, and elven-like. Unlike other factions, the Eldar prefer to focus on speed and highly-specified units in warfare.
An interesting bit of trivia is to note that the Eldar were named after Tolkien's self-created Elvish language in the Lord of the Rings trilogy. In the elven language, "Eldar" is the word that stands for the Elvish race. It is from hence that Games Workshop, that company that created the W40k universe, chose the name for the space-faring elvish race.
As is befitting one of the most advanced races in the entire W40k universe, the Eldar were able to utilize their technology to an unbelievably complex extent, the end result being that very little menial work was ever required by an individual Eldar during the course of his many millenia-long lifetime. However, while the Eldar were able to seemingly destroy the destructive forces of natural degradation and entropy, they could not prevent the corruption of their own hearts and desires.
Unburdened by physical labor, or any real work at all, Eldar society saw the creation of cults whose sole intent was to explore all the pleasures and vices that life had to offer. This was to be their downfall, as the Eldar are able to experience emotions, both pleasure and pain, to such a keen extent that is virtually unmatched by any other race in the entire known W40k universe.
Thus, the Eldar society not only saw the rise of some of the most beautiful works of art, but the worst dregs of insanity and depravity as well. Torture and murder became acceptable art forms. Eldar society was beginning to splinter apart, the corpses of millions covering the streets of Eldar cities.
When an Eldar dies, his soul is taken from his body, and placed into the warp to rest for eternity. However, as souls began collecting together at an alarming rate, an entity formed within the warp, reflecting the often cruel methods in which the Eldar had left their lives. This entity became known as Slaanesh, which in turn destroyed all but two of the Eldar gods, Khaine and Cegorach, the Laughing God.
This thus created the fall, an enormous psychic storm that completely destroyed the Eldar homeworld and empire. Those fortunate enough to survive did so by building giant Craftworlds, which rode the psychic shockwave out into space, although not all made it out intact. These Craftworlds now serve as mobile homes for the Eldar, of which there are several. While still numerous in the billions, the Eldar are comparatively outnumbered by the other races that reside in the W40k universe. Given this, it is unsurprising the Eldar favor speed and technology over brute force, which would expose their kin to greater danger.
It is from this point that the universe of W40k is currently viewed in, one with a severely weakened, yet resilient Eldar force that is still much deservedly feared.