Disclaimer: I don't own LOTR.
Legolas never remarried after Sky's death. Somehow he felt he would be betraying her if he did. Sky was always there in his dreams, carrying out her promise to help him and comfort him. Her help was most especially needed when Legolas felt it was his fault that the last daughter of Beorn, Serena, died in a Warg attack. For almost a hundred years, he and his children, Andúnë and Nandion, lived in Ithilien. In 120 of the fourth age, Legolas witnessed Andúnë's marriage to Eldarion; something Legolas had prophesized long ago. A few days later, he sailed to Valinor with his friend Gimli. Gimli, being very old, didn't have the memory he used to, and he asked where Sky was. To which Legolas replied, "She is watching over us."