In J. R. R. Tolkien's Middle-earth legendarium, The Exiles are the Noldor who left Valinor under Fëanor and Fingolfin after the destruction of the Two Trees and robbery of the Silmarils. The Doom of Mandos was placed on them so that they could not return to Valinor, and had to remain in Middle-earth.
The Exiles were split into two groups during the Kinslaying at Alqualondë; Fëanor and his sons and followers took the ships they had acquired from the Teleri, leaving Fingolfin's followers behind. They had to cross the Helcaraxë in the north, and lost a large number of people there. In the meantime the Fëanorian group had reached Middle-earth; when asked about the course of action they would take to transport the rest of the exiles, Fëanor ordered the burning of the ships.
Morgoth wasted no time attacking the Exiles, who proved vastly superior to his Orcs in spite of their small number and unprepared state.
Fingolfin and his followers arrived at the same time as the Moon first rose, and they mainly settled in Hithlum.
The Exiles set up kingdoms in various places and joined others. Amrod and Amras joined the Laiquendi of Ossiriand, Finrod built Nargothrond and Minas Tirith, and Turgon built Gondolin, as detailed in The Silmarillion. See Noldor.
After the War of Wrath, the Doom was lifted and many of the Noldorin Exiles went back to the Undying Lands.