Like many here, I have a hatred of elves due entirely to social peer pressure.
On a side note, I hear often on here of people "stealing" the elves' trade goods, or "killing them" and then stealing...how would one go about ambushing and killing an elven caravan if the civs are not at war?
Several methods come to mind.
1. Build the trade depot in a drowning chamber. Lure them in, drown them, then drain and collect the loot.
2. Build the trade depot on a platform above a sufficiently deep pit (at least 10 Z-levels). Hold up said platform with supports (linked to a lever) and accessible via a bridge (don't know if it has to be raising or retracting). Let them unload, retract the bridge, pull the lever, then walk down to the bottom of the pit (via the access stairs) and collect the loot.
3. Build the trade depot in front of a ballista or three. Let the elves unload their stuff, then order them to Fire at Will. Once they're taken care of, order them to cease fire and collect the loot.
In all of the above scenarios, you can let them unload at your standard depot, then forbid it and unforbid your trapped depot and they'll just mosey their way over to the new depot. Like lambs to the slaughter, really.