They have 4 albums out and one on the way: Ven, Spirit, Slania, and Evocation I: The Arcane Dominion (acoustic). Everything Remains (As It Never Was) is due to be released on February 19, 2010.
The violinist in this band is Meri Tadic. Meri uses an acoustic violin in the studio (a Harry Caraballo) and an electric in live settings (Yamaha SV 130). There were also 2 former violinists in the band, Linda Suter, who played on Spirit, and Mattu Ackerman, who played on Ven. Meri has been on all of the albums. The violin parts are mostly of the folk music/celtic fiddle style, they are sometimes used to double on parts with other instruments, and are often mixed very low in the mix, due to the presence of many different instruments in the band. I have recommended some songs below with prominent violin parts in them, for your convenience.
Spirit and Slania are probably their best albums, I tend to like Spirit better, but Slania has better sound quality since that is the first album they released after signing on to a major label (Nuclear Blast).
Official Website: http://www.eluveitie.ch/
Songs with prominent violin parts: Tegernako, The Endless Knot, Samon, Inis Mona, Elembivos (solo near end)
A song with a nice violin lead (listen @480p):