Elves are best known for their ballards and lyre/harp playing. Dwarves are renowned for their sagas and ability to relate ancestral tales which seem to go on forever (that is the perception of anyone listening to them who is not a dwarf).
Both orcs and trolls have been known to come up with rough paintings (which would equate to the early human cave paintings). Fairies such as Fresdian produce nature books with exquisite paintings. Fresdian, when she went to Earth with Wes and Stan, absolutely adored The Country Diary of an Edwardian Lady.
Fairy stories are related by all groups as every species has to be educated in these. Naturally when the witches re-tell the tales, they have a very different idea as to who the good guys are.
There is no division between gender either and creative writing is generally encouraged. Factual writing which might criticize the fairy government is less welcome though, as Eileen found out.