They should make an ultimate guide to the Elder Scrolls. Like a 5 inch thick book that includes, not all, but the major in-game texts, maps, race info., province info, and everything you might want to know about TES. Like the lore section of these forums, only on paper. I'd buy it. Am I right?? They seriously need to expand the whole shindig.

I wish they had other merchandise as well. Like a bobblehead.

http://www.imperial-library.info/ does a similar job. There are also fiction books that somewhat explain the lore, namely 'the Infernal City' and 'Lord of Souls' I believe.

Everyone wishes they had merch. I can't believe they're so oblivious to how rabid their fans are I swear, t-shirt comes out, I'll buy it before you can say 'N'Gasta Kvata Kvakis'.

"I beat Skyrim and all I got was this T-shirt."

Bethesda used to have an online store on this site that sold Elder Scrolls merchandise. They took it down after the hacking attacks last year. I just checked and it looks like it's still down. I guess they decided it wasn't worth the effort.

A Pocket Guide to The Empire and its environs, Third Edition

that came with the collector's edition of Oblvion sounds similar to what you're describing. However as you said it should be an ultimate guide.
As for imperial library that'd be good but I don't know I prefer books for some reason.

http://i.imgur.com/ce1dE.jpg