Wich are the non present in skyrim artefact , or very old artefacts from older gams that have been in later games totally forgotten?

There are as of yet, quite a few of these to be added into Skyrim wether by mod or by DLC.
Chrysamere and the Lord's Mail come to mind, but there are others too.

Also missing is radiant style quests for Temple/Divines factions.
Daggerfall had lots of these