Here is the passage from chapter 8: "Farewell to Lorien" in The Fellowship of the Ring:
'Are these magic cloaks?' asked Pippen, looking at them with wonder.
'I do not know what you mean by that,' answered the leader of the Elves. 'They are fair garments, and the web is good, for it was made in this land. They are elvish robes certainly, if that is what you mean. Leaf and branch, water and stone: they have the hue and beauty of all these things under the twilight of Lorien that we love; for we put the thought of all that we love into all that we make. Yet they are garments, not armour, and they will not turn shaft or blade. But they should serve you well: they are light to wear, and warm enough or cool enough at need. And you will find them a great aid in keeping out of the sight of unfriendly eyes, whether you walk among the stones or the trees. You are indeed high in the favour of the Lady! For she herself and her maidens wove this stuff; and never before have we clad strangers in the garb of our own people.'