I was looking up a bit of lore with the Dark Brotherhood and it says stuff about them being in Morrowind and Cyrodiil but nothing else. Does anybody know of their relevance in any other places such as Skyrim?

The Dark Brotherhood allegedly has holding all across Tamriel. It is essentially illegal, that means that the nobility of countless kingdoms --Skyrim included-- uses it regularly. The Dark Brotherhood was a joinable faction in Daggerfall (High Rock/Hammerfell.)

If you become the Listener in Oblivion, I believe that--when you speak with the Night Mother--she will give you contracts in several different provinces.

P.S. If this 'bit of lore' you were looking up was on the UESP, I would disregard it. The UESP is notorious for containing excess amounts of bantha poodoo. Try http://www.imperial-library.info/ for certifiably canon material.