Most Elegant Terns traditionally breed on Isla Rasa, an island in the Sea of Cortez. In recent years, reports are that fewer are breeding there and many may be breeding in southern California.
Last year in March there were thousands of Elegant Terns at Bolsa Chica in Orange County. I don't know if they were breeding there, but they made for an impressive spectacle, especially when they took flight.
Here are a few of them. (tap or click to enlarge)