Good point, Neferchoirwen, what did happen to the lorebooks of Rivendell when the last of the Elves past over the Sea?
Finwe, I doubt that they brought much of their written lore to the Undying Lands. At the end of "Of the Rings of Power and the Third Age" it says that
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...an end was come for the Eldar of story and of song.
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I think that meant, and this is of course just my own speculation, that an end had come to the time of lore-keeping for the Elves. I think Finwe, that perhaps you were onto something when you said that the lore of Rivendell could have been taken to the Libraries of Gondor.
But at any rate, I doubt even the lorebooks of Rivendell would tell in such detail the Creation story that average Gondorians could recite it, and it is also at odds with Tolkien's saying that the name of Melkor was never openly uttered in Middle Earth again.