Beam Me Up, Scotty!: The famous quote from the guards actually goes "Then I took an arrow in the knee", not "to the knee" as it's often quoted.
Doing It for the Art: If you no-clip past the borders of Skyrim, you'll find you can walk all the way to Morrowind and Cyrodiil. They're not at all detailed, just height maps with generic textures and a few landmarks (like the White Gold Tower), but they're still there... even though you'll never be able to reach them without cheats or, theoretically, Game Mods.
Much of it is there for a reason: it can be seen from some point within Skyrim's actual area, without any use of no-clip or game mods, and so needs to have height maps with (generic) textures and the larger, more easily seen from far away landmarks. Other parts, however, can not be legitimely seen from any part of Skyrim, and so would not require heigh maps.
Word of God confirms that its there for those instances when you can see beyond Skyrim from within the game's proper map. There are plenty of places inside Skyrim that do this too. If you no clip through the walls of a city, you'll see a partially detailed map of the city again to provide the detail you'd see from certain vantage points even though the city interior is a different map. Likewise, when you're within a city, the exterior of Tamriel is all detailed this way, again to provide what you'd be able to see from within city walls. There's a mod called "Open Cities" that moves some of those cities into the Tamriel map.
Dragonborn takes place in Solstheim, the island just north of Vvardenfell, where the events of Morrowind took place.
Hey, It's That Voice!: Skyrim got a much larger voice-acting budget. See the UESP and IMDB articles for full listings of voice-actors and their roles.
It feels very strange when random Dark Elf NPCs have Joshua Graham's voice, especially as he slips in and out of an accent that is completely unidentifiable.
Any time one of his characters gets angry, they immediately start channelling Kamal Re'x.
One of the daedric prince quests has you helping a Dark Elf clear out a ruin and remove an artifact that is affecting the sleep patterns of a nearby town. He is constantly referring to you as "my child" and the like (like a priest would). If that doesn't make you think of Graham, I don't know what would.
There's one part in the game where Athis says the word "Harbinger."
Hello, children! This is Nazir, reporting to you from the Dark Brotherhood's fortified sanctuary in the Skyrim hellhole!
Astrid, the leader of the Dark Brotherhood, is actually Paprika.
The leader of the Thieves Guild, Mercer Frey, is voiced by none other than Garrett!
Many of the Thieves Guild-related NPCs speak with Stephen Russell's distinctive "Garrett" voice in one huge Actor Allusion. Apparently he also teaches lockpicking, serves as the Winterhold College's resident shifty-goods-dealer and works at a meadery for a boss that he hates. (The picklock teacher wears a hood that covers his right eye, leaving his pale blue left eye to gleam in the dark as a visual reference.) He's also several male townspeople.
Speaking of the Thieves' Guild, apparently Kagami Hiiragi took up thievery after high school and changed her name to Vex.
Snapper Carr and Duke or perhaps Craig Boone show up quite a lot, particularly as Sven in Riverwood, Mikael in Whiterun, and Erik in Rorikstead. So now Boone has gotten over grieving for his wife and decides to focus on finding a new woman in his life. Although he still competes with Graham at one point.
Senator Stackhouse is a wide array of kindly (or at least non-perpetually grumpy) old guys like Tolfdir, Calcelmo, Runil, etc.
Rudimentary creature of blood and flesh. You touch my realm, fumbling in ignorance, incapable of understanding. This a realm of existence so far beyond your own. You cannot even imagine it. I am the first Dragonborn. I, am Miraak.
No Export for You: The Collector's Edition was essentially this for Australia, selling out within hours of being put up for pre-order due to the incredibly small number of copies allocated to the country. As something of a compromise, Australia had it's own exclusive Limited Edition, as a free upgrade for EB Games pre-orders.
Wes Johnson voices both the ghost of Lucien Lachance and Emperor Titus Mede II. This is really the only case where Talking to Himself potentially occurs, since you can summon his ghost to assassinate the Emperor in the Dark Brotherhood questline.
Lynda Carter voices the Nord hero Gormlaith Golden-Hilt in Sovngarde and the Daedric Prince Azura.
Craig Sechler plays the Daedric Princes Hircine and Peryite.
Lani Minella is Nocturnal and the Night Mother. Talk about an evil resume. And this is on top of her voicing the archetypal low husky female dark elf voice type.
What Could Have Been: If the file names seen in the editor for their equipment is any indication, the Stormcloaks were originally going to be called the Sons of Skyrim, with their officers being called the Sons of Talos.
It could be that they did call themselves that originally. The term "Stormcloak" started as an epithet that was adopted by the rebellion. History is full of examples of members of a cause being named after that cause's champion as an epithet only to have it be adopted by the people it was intended to insult.
If it's worth anything, Stormcloak NPC's have 'For the Sons of Skyrim!' as a battlecry. Though, that could just be referring to the people of Skyrim in general. Although, they are referred to as the Sons of Skyrim in certain quest log entries.
It seems that the Civil War was originally going to have several new features, such as all five main holds being attacked by their opposing side, as well as new radiant quests. At least some of these features were restored with this mod.
According to rumors, there was going to be a Dark Brotherhood sidequest where Erikur commissions you to assassinate Elisif so he can become Jarl of Solitude. Thankfully, it never made it past the cutting board.
An alternate take on that sidequest, "Boethiah's Bidding", was supposed to be a sequel to "Boethiah's Calling" and involved the same task. Some of the code is actually in the game, but the fact that it was never fully implemented makes the quest Unwinnable even if you force-start it with the console.
According to at least one source Skyrim may have began life as an A Song of Ice and Fire game. There are several similarities between Skyrim and Westeros but the one that's most visible is that giants have domesticated mammoths in both places.
Because the massive Civil War and the return of the Dragons is not visible or a driving plot in both works?!
Word of Saint Paul: The idea that the Thalmor want to end Talos worship as part of a plot to destroy the mortal world and Ascend to a Higher Plane of Existence doesn't actually appear in-game but comes from forum posts by Michael Kirkbride, who while responsible for a lot of Elder Scrolls lore (especially Morrowind), did not work on Skyrim directly. Even knowing this, most people who have heard this take it for granted in discussion of the Thalmor.
He did some work for the background and setting of Skyrim, actually, I think the Thalmor were his idea but don't quote me on that.