For example, my main character in Morrowind was a Han Solo rogue-type character/thief with a heart of gold. He was a criminal, and he was going to take every opportunity to gain power and influence and not always through honest means. In Oblivion, my main character was the younger brother of my Morrowind character and while he tagged along with his older brother on petty crimes when they were younger, he became involved in the fate of Tamriel that fateful day in the dungeons. The course of the Main Quest ultimately turned him into a paragon of what it means to be good and virtuous, before succumbing to Madness in the Shivering Isles and mantling Sheogorath. However, this was not before he had a child and the descendant of that child is my current character in Skyrim. Hell, I even made a long-winded timeline that followed the events of Morrowind until now and gave a brief and sometimes uninvolved family history for my characters.
I know there are others out there who create impressive backstories for their characters. I was wondering if anyone else has given them family history and lineage that ties into other TES games?