Elementals are creatures of the Inner Planes. The most common sentient Elemental are Genies. However, Mephit are also common – while they don’t often have their own cities, they can be found virtually anywhere (and are reasonably common in Sigil).
Sahuagin also live in the plane of Water, Salamanders in the plane of Fire, Aarackocra in the plane of Air and Tsnng (a kind of mineral people) in the plane of Earth.
Lastly, the Genie and Powers of the Inner Planes often create hordes of Archons or Elemental Warriors – suits of armor animated by elemental forces. While they usually are bound to their masters, they are indeed a sentient species on their own.