Are there any??

There's a discussion about this http://www.gamesas.com/index.php?/topic/1207725-why-doesnt-bethesda/.

Bethesda had a Cafepress store for Morrowind which is still available, so you can get TES III shirts if you want. Bethesda also had a swag store for Oblivion with higher quality items but it had limited numbers and it's been closed for years. There hasn't been a swag store since, although it's possible we'll see some Elder Scrolls shirts given out at conventions and the like, this happened with FO3 and FONV. FO3 (and FONV?) also had press swag but this was given out when the game was unveiled, so perhaps it's too late for Skyrim.