Is there one? If so, does anyone have a link? If not, would people be interested in one?

Are you looking for something that just groups together all the books, or an original work that summarizes all the lore? I don't think there's anything like the former (aside from the usual websites for TES books) but there are PDF format encyclopedic works part of the http://www.imperial-library.info/content/zephs-tes-treasury. However, the Encyclopedia Tamrielica only covers content up to TES V, and the Corpus Tamrielicum seems to have books up to TES IV, so it doesn't have any of ESO's new lore.

I'm sure plenty of people would be interested in an offline compilation of ESO lore, but it would be quite a huge task, seeing as ESO has added more books than any TES game to date, I think.