I understand that provinces have separated from the empire after the end of the Oblivion Crisis. Did all provinces disband? Or was it only a few?

Summerset Ilse disbanded, and then took over Valenwood to create the Aldmeri Domain, lead by the Thalamor.
Elswyr is in a state of anarchy, with towns and cities fending for themselves. Suffice to say, it's likely it split after the assassination of the Mane.
Black Marsh separated, pretty much, right after Oblivion. They also ended becoming a much stronger country following the Oblivion Crisis
Morrowind was nuked, then invaded by Black Marsh. Currently, it's pretty much an abandoned country, with parts of it held by Black Marsh
Nothing about High Rock and Daggerfall, so I'm going to assume to went back to being a bunch of petty kingdoms bickering with each other, ala TESII: Daggerfall
Skyrim, I'm guessing, originally split, as the Mede empire sent spies to Skyrim. Also, I got the feeling the place was treated as though it was the USSR in WWII. In other words, not a fun place to go as a spy.

So, I'd say when the empire fell, everyone separated. Hell, Colovia and The Niben split, and Cyrodiil wasn't unified till Titus Mede took over the Imperial City.

Some of Annaig's dialogue suggests, from the way I read it, that some Breton societal elements side with the Empire. I'm not sure if all of High Rock is united in these sentiments though. It's note worthy that her personal opinion carries little weight in that matter as she's never been to Cyrodill or High Rock. She was born in Black Marsh.

As far as I know, as of The Infernal City, the only land Titus Mede's empire controls is Cyrodill - and barely that. He had to suppress several uprisings from the Nibese forces and he's lost part of Leyawinn County to Elswyr.