The Legion Commander in the Riften camp has a gripping story about that. One of the dialogue options is to basically ask him what's an Altmer doing in Skyrim fighting in the Legion. He relates how he was there for the Night of Green Fire, when the Thalmor battlemages burned down an entire section of a city in Hammerfell to get at some Altmer dissidents.
"Back in 42 I was on leave stationed in Hammerfell on leave in Sentinel trying to track down refugee family members who were trying to escape persecution in Alinor. Suddenly, there was an explosion of magic in the refugee quarter. Thalmor mages were attacking Altmer dissidents, who were resisting with magic of their own. I ran with some other legionaries who were stationed there, but the entire quarter was a smoking ruin by the time we got there, everyone was dead, wholesale slaughter. The Dominion, not content with killing dissidents of their own back home, came to Hammerfell to finish the job. We're supposedly at peace now, but I put in to be stationed here to keep an eye on the Thalmor, I have a feeling they're behind this unrest here in Skyrim."