For those who are not famliar with the setting and rich lore of the Elder Scroll series - Tamriel (continent), or rather Nirn (planet), or rather Mundus (plane of existence), the following video series might be helpful. They are not exhaustive by any means, but they give you a somewhat indepth look at the setting and cultures in which the games have been set. This a game series whose story and history have been developed over twenty years, so it's a pretty robustly developed fantasy world.
http://www.youtube.com/watch?v=d0Od2lbw9N4&feature=share&list=PL7pGJQV-jlzCPBUy9uAXQUXZ4UBaDLKS5