Edge and fog computing have grown popular as IoT deployments become wide-spread. While application composition and scheduling on such resources are being explored, there exists a gap in a distributed data storage service on the edge and fog layer, instead depending solely on the cloud for data persistence. Such a service should reliably store and manage data on fog and edge devices, even in the presence of failures, and offer transparent discovery and access to data for use by edge computing applications. Here, we present Elfstore, a first-of-its-kind edge-local federated store for streams of data blocks. It uses reliable fog devices as a super-peer overlay to monitor the edge resources, offers federated metadata indexing using Bloom filters, locates data within 2-hops, and maintains approximate global statistics about the reliability and storage capacity of edges. Edges host the actual data blocks, and we use a unique differential replication scheme to select edges on which to replicate blocks, to guarantee a minimum reliability and to balance storage utilization. Our experiments on two IoT virtual deployments with 20 and 272 devices show that ElfStore has low overheads, is bound only by the network bandwidth, has scalable performance, and offers tunable resilience.