There could be a comic book series taking place in any era. Personally I think it would be cool to have one set during the conflict between the Thalmor and the Empire, (between the events of Oblivion and Skyrim), and the series can be based on a warrior or battlemage type of character that obviously gets into adventures. I'd prefer it to be a dark violent comic of course.
Seriously Bethesda think about this, it could be awesome.