Legolas's lack of footprints in the snow is in the book:

Legolas watched them for a while with a smile on his lips, and then he turned to the others. 'The strongest must seek a way, say you? But I say: let a ploughman plough, but choose an otter for swimming, and for running light over grass and leaf, or over snow -- an Elf.'

With that he sprang forth nimbly, and then Frodo noticed as if for the first time, though he had long known it, that the Elf had no boots, but wore only light shoes, as he always did,, and his feet made little imprint in the snow.

Bingley

Bingley