You can find photos and directions for doing Legolas' braids and Eowyn's hairstyle at the dreamweaver braiding web site.  I tried Eowyn's style on my hair today- it's super easy and looks cool.  I tried a blonde hair tie that matched my hair so it was invisible.

www.dreamweaverbraiding.com/braids/legolas.htm

I haven't had any problems getting to the site.  Hmmm... cyperspace can be weird.  Anyway, for Eowyn's hair, you basically take sections of hair from the sides of your head and twist them over and over again and use something to tie it back.  It's kind of funny because people in town keep looking at my hair, and they immediately realize I ripped the style off from the movie...    So much for being original.

Galadriel's is really simple.  It's your fringe (if you've grown it out) tucked behind your ears with a section of hair in front of your ears.  It's shown quite well in this pic:


Any idea how to do Arwen's?