Oblivion seemed to to have a "clean", no-loose-ends kind of ending. But Beth sort of ... extended the story in Skyrim with the Thalmor taking over and all that. Maybe this will be resolved in future DLCs, but however that may be where do you think the "larger" story is heading? It has to end some time, hopefully not soon, but still. What do you think the big finale will be?

well daggerfall and morrowind lead up to the oblivion crisis which lead up to skyrim story kinda I guess..

But overall its gonna end if it ever does end with the godhead waking up and only those few who optained chim will still exist as a "memory" perse.