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Skyrim - Did You Know Gaming? Feat. Boogie2988
 
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The posters for The Arena in the Imperial City are a reference to the first Elder Scrolls Game.
Contributed by Pogue-Mahone
The 2005 E3 demo video showcased a new system called "Radiant AI", which gave them general goals to achieve, how the goals were to be achieved was totally up on the NPC and the environment they were in.

This, however, presented problems when it was first implemented, as there were no "rules" for the NPCs to follow, only goals. This would cause many problems for the player including quest-lines being broken. Some examples are an unseen NPC going around town, buying up all the armor from the town stores, and another was an NPC important for the Dark Brotherhood questline would end up being found dead, as he was also a Skooma dealer and was killed by other NPCs needing the Skooma. As a result, many of the behaviors of the RAI had to be toned down significantly in the final release.
Contributed by G-Haven
The NPC 'Jakben, Earl of Imbel' found in the Imperial City is actually an anagram of "Jack be nimble", from an old mid-19th century English nursery rhyme about a boy named Jack who would jump over candle sticks. He also owns a pair of unique boots important to the Thieves Guild questline which boosts the wearer's acrobatics skill by 50 points, allowing them to jump much higher than before. The name of the item, the "Boots of Springheel Jak", is itself a reference to a character from English folklore.
Contributed by G-Haven
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In the Spanish translation, the translation team mistook the verb "to train" (to work to improve skills) with the noun "train" (the means of transport), leading to the sentence "¡No hablar, no hablar! ¡Solo tren!" with "train" being the means of transport instead of the verb "entrenar".
Contributed by Gallego13
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A PSP version was planned for release around April 2007. According to Official PlayStation Magazine, it lacked the free-roaming game-play the games usually had, and felt more like a "dungeon romp."
Contributed by DeerBoarDude
Oblivion's main theme is used in a North Korean propaganda video.
Contributed by Ghost
In Oblivion, you can find a journal called "Macabre Manifest" which belonged to a grave robber. It includes:

Oford Gabings - Anvil

Travel Cloak with Silver and Green Leaf Fastener
Enchanted Shortsword with Inlaid Writing
Gold Ring with Inscription (Cursed?)
Leather Bound Travel Journal

This person is obviously a reference to Frodo Baggins (Oford Gabings is an anagram for Frodo Baggins, which further cements this reference) from Lord of the Rings. Upon completing the quest you receive a ring which looks very similar to the "Ring of Power".
Contributed by Skarro
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The statue in Chorrol in front of the south gate is a rendition of the Pietà, one of Michelangelo's finest works.
Contributed by FUS RO DAH
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There is a small bridge just past the Mouth of the Panther, east-southeast of Bravil. Underneath you will find the remains of a Dead Troll. Reminiscent of the children's fairy tale "Billy Goats Gruff", you will find A Poorly Scrawled Note on the body, explaining its failure as a bridge troll

Mee wurst troll evurr
nobuddy pay brijj tole
me nott sceary enuf
mee gett drunc an kil sellf
troll droun
Contributed by FUS RO DAH
Certain shops in the Imperial City are named after restaurants in Maryland, home of Bethesda Softworks. Amongst such are The Main Ingredient and Three Brothers.
Contributed by FUS RO DAH
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As a reference to Julius Caesar, Emporer Uriel Septim spouts numerous quotes from the play itself in the final moments before his death.
Contributed by RayMonkay
In the final Thieve's Guild quest, you're tasked with a seemingly dangerous escape in which the game recommends you equip the Boots of Springheel Jak (enchanted boots provided by the quest that add 50 to your acrobatics). Doing so will protect you from the fall due to a scripted event but the boots are destroyed in the process. However, should your actual acrobatics skill be high enough and/or you have sufficient health, the fall is easily survived without them and you can keep them permanently if you don't equip them before you jump.
Contributed by Petie