look at some of the older ones, they left a few cool things out
Those older screenshots that show the game looking very different were made by Bethesda with 3DsMax using the
Redgaurd HUD. They were just made to show what the game could be like... sorta like conceptual screens.
If you want to see some really neat stuff, check out the http://www.uesp.net/wiki/Morrowind:Concept_Art (more can be found at the Imperial Library)