Although it came out after Skyrim, the Joss Whedon and Drew Goddard film The Cabin in the Woods has been known about for years beforehand, due to a troubled development schedule (filmed in two dimensions, converted into 3D because we did the time warp back to the 80s somehow, and then MGM went bankrupt, leading to the film being shelved for a while). In Skyrim, you can find a book called The Cabin In The Woods. Appropriately, the film itself is made out of shout outs.
Sweetrolls are almost impossible to not encounter in Skyrim. Of all things, why would a Bethesda Softworks title, particularly an Elder Scrolls title, have sweetrolls as a food that heals 5 HP? Also, some guards, when met with eye contact, ask, "Let me guess, someone stole your sweetroll?"
Sweetrolls have been a Running Gag ever since Arena, where the scene acted out in Fallout 3's CharGen dungeon is only merely postulated in CharGen (as it is in Daggerfall and Morrowind too).
The Falmer are also similar to the Morlocks from The Time Machine, being the descendants of a working-class group which live underground (and have pale skin as a result), and are presumably cannibalistic, since you can find the alchemy ingredient human flesh on them with relative frequency. When you meet an uncorrupted Falmer in Dawnguard, he bears a striking resemblance to the so-called "Uber-Morlock" from the 2002 film adaptation.
The Falmer are also suspiciously similar to the blind subterranean race in the horror film The Descent
The book Great Harbingers details several prominent past Harbingers of The Companions. The first non-Nord to assume the illustrious title was a Redguard named "Cirroc the Lofty." Cirroc Lofton, an African-American actor, portrayed Jake Sisko (who, ironically, was not a martially apt character such as a Harbinger like Cirroc the Lofty would be) in Star Trek: Deep Space Nine.
In some dungeons, there are treasures resting on pressure plates that trigger a trap when you pick them up. Even better, you can even switch the treasure for something else of similar weight if you're fast enough and avoid springing the trap.
Delvin Mallory, a Thieves' Guild contact in Riften, is suspiciously similar to both Vinnie Jones and Jason Statham in accent, appearance and mannerism. His voice and manner of speaking can also be seen as an homage to London Gangster films.
Lucien Lachance channels an evil Obi-Wan Kenobi — he's a ghostly robed figure who guides the player and at one point makes reference to a great disturbance in something. In one mission for the Dark Brotherhood, he'll say: "There is a disturbance in the Void."
If you talk to Imperial soldiers while wearing a Stormcloak uniform, they'll question you about it. One of your dialogue options is to state that you are, in fact, a Stormcloak — to which they call you "Rebel scum".
The potential follower Erik the Slayer can be overheard complaining to his father, Mralki, that he would rather be adventuring than farming: "But I don't want to be safe! I'm not afraid of the dangers out there. The only thing I'm afraid of is wasting my life on this farm." Mralki replies, "Yes, that's your mother's side of the family talking. Just stay on for one more season, that's all I ask."
When raiding Korvandjund, Hadvar states he prefers a straight fight to sneaking around, like Han when they were disguised as stormtroopers.
Ask Tolfdir about the Augur of Dunlain during the College of Winterhold questline, and he'll reply, "Now there's a name I haven't heard in a long time," a la Ben Kenobi.
The Draconic word for thief is 'tafiir; compare to "taffer" in Thief, which is a catch-all insult/swear word. It helps that several members of Thief's crew worked on Skyrim, most prominently writing the plot for the Thieves' Guild storyline.
The quest "A Night To Remember" is basically The Hangover in Skyrim. In fact this video makes a silly comparison between the quest and the film.
The design of the frost spiders, with their particularly large upper jaws, is also quite evocative of the movies' Shelob.
Look at the Elven class of Light Armor in Skyrim. Then, look at the armor worn by the elf armies in the Lord of the Rings films.
And Dragonsreach has a fair bit in common with Théoden's hall of Meduseld, and they both owe a fair bit to Heorot, featured in Beowulf, which is also a real place.
Jarl Balgruuf is basically Théoden's Expy, with his brother Hrongar being a different version of Eomer.
The whole city of Whiterun is definitely based on the Rohirric town of Edoras. Its silhouette when looking from the path to Riverwood resembles Edoras' first shot in the movie The Two Towers, its symbol shows a horse's head on the top half, and the Whiterun Guards wear a yellow uniform, when one of Rohan's colors was that same gold (if a little bit darker). The clincher is that Edoras is described in passing as having a stream which rises from in front of the door of Meduseld and flows through the whole town to exit by the gate: it's such a minor detail, the fact that Whiterun has the same thing must be intentional.
The dead white tree known as the Gildergreen recalls the White Tree of Gondor.
In Angarvund, the treasure that Madresi Dran was seeking consists of a broken sword hilt, a skeletal hand, and a gold ring — almost certainly a reference to Sauron's first defeat.
The story of Olaf One-Eye and Dragonsreach is reminiscent of a Polish folk tale about the founding of Krakow, which states that the first king of Poland took the throne when he slew a dragon and built his castle around its lair, out from which the city of Krakow was built.
In the quest in which the player (has the option to) obtain the horse Frost, you will also receive Frost's lineage papers. Upon reading said papers, the player will discover - among other things - that Frost's father was Sleipnir. Sleipnir was Odin's horse (and Loki's child) in Norse Mythology.
The quest name and the horse are both references to the Robert Frost poem "Stopping By The Woods On A Snowy Evening".
For one of the quests in the College of Winterhold, you need to make contact with the Augur of Dunlain, a former student. He was the brightest mage of his age, but after a horrible accident, he took to hiding in the tunnels beneath the college.
After fighting Frostbite Spiders under Helgen, Hadvar will sometimes comment, "What next, Giant Snakes?"
The legendary king of the Reach known as Red Eagle is also a fairly obvious Expy of Arthur.
College of Winterhold quest line. Crawling through an old underground complex. Disembodied, creepy, deep voice of a monster talking to you. One of the things it says that you can actually understand? Something to the effect of "You are not Savos Aren." S. Aren.Saren?
Given that he constantly refers to him as only Aren after, and the fact you only see Savos in this quest as a shade, it might very well be a sneaky reference to another old archmage who's only encountered as a shade, Nielas Aran.
In Dragonborn, there's a set of elemental powers. The Water one is called Waters of Life. "Waters of Life" is part of a recurring quote and motif in Bethesda's Fallout 3, which is due to Revelations 21:6 The verse? I am Alpha and Omega, the beginning and the end. I will give unto him that is athirst of the fountain of the water of life, freely. being the major theme of the game's main quest.
Hermaeus Mora himself is a walking (or floating) shout out to H.P Lovecraft and Eldritch Abominations in general, including Apocrypha, his realm of forbidden knowledge, and his fish-man underlings.
The Dawnguard DLC contains several nods to the Underworld series:
The Vampire Lord transformation looks like Markus's hybrid form from Evolution.
Serana shares several traits with Selene and Sonja. The names and looks are similar; also, they each have a strained relationship with their fathers.
Harkon's voice actor seems to be channeling Bill Nighy in his role as Victor.
Also in Dawnguard, a display case in Volkihar Keep contains a Ring of Remedy, a Hagraven Claw, a Daedra Heart, a Sabercat Eye, and some Dog Meat, which parallel the pieces of Dracula that Simon Belmont had to gather in Castlevania II: Simon's Quest.
Dragonborn adds a book titled Confessions of a Dunmer Skooma Eater.
Labyrinthian is accessed by placing the striker into an ornate door knocker and then knocking, as Sarah does in Labyrinth.
Although the context of the game makes it make sense, longtime Elder Scrolls fans who are also creepypasta fans might get a fright if the first time they hear "Watch the skies, traveler" is at night, thanks to the famous "Jvk1166z.esp" creepypasta. It's unlikely Bethesda hasn't heard of it themselves.
Inside the dwemer ruin Alftand, there's a Khajit named J'darr, a survival of an expedition who have been driven to madness due to Skooma withdrawl. While hallucinating, he may call the Dragonborn "smoothskin" before attacking.