Glorfindel was one of the Calaquendi (High Elves) and one of the Noldor, one of the three groups of the Eldar. As his very name indicates, he was blond. The Noldor were dark-haired, so this must mean he was related somehow to the Vanyar, Eldar who were blond. His blond hair is considered a mark of his distinction.
Blond hair was also found in the Noldor royal family (House of Finwë), among the descendants of Indis of the Vanyar, second wife of their High King Finwë — namely in the Golden House of Finarfin, his third son, which included Galadriel, who appears in The Lord of the Rings. Both the Vanyar and the Noldor kindreds lived in the fair city of Tirion upon the hill of Túna in Valinor for a time, and in other parts of the royal family tree it has been shown that other Vanyar married in, so it is conceivable that the two groups mingled in more than just the royal line.
We know that he cannot be fully Vanyar for it is stated in The Silmarillion that 'no full Vanyar left Aman'.
Glorfindel is not prominently featured in film versions of The Lord of the Rings.
In Ralph Bakshi's 1978 animated version, his role and lines are given to Legolas, who is apparently not a Wood-elf here.
In Peter Jackson's live-action The Lord of the Rings: The Fellowship of the Ring (2001), his role is given to Arwen, who even takes Frodo to the Ford herself and summons the horses of water through an incantation.
Glorfindel was tall and straight; his hair was of shining gold, his face fair and young and fearless and full of joy; his eyes were bright and keen, and his voice like music; on his brow sat wisdom, and in his hand was strength.