The argument has been made (I was skeptical at first, but now it seems more likely) that Skyrim takes place about 200 years after the events in Oblivion. This comes from a blurb on Amazon's page for The Burning City that was quickly taken down. The novels are supposed to "bridge the gap" between Oblivion and Skyrim, and The Burning City alone takes place 45 years or so after the Oblivion crisis. The next novel's time frame? We have no idea. This is, of course, purely speculation, but I'm not so sure that Skyrim takes place shortly after Oblivion anymore.
Pretty sure I saw that somewhere, yeah, and I was astonished to think that they'd let so much time go by between games; but it did seem like it might be interesting to play in what amounts to a post-apocalyptic Tamriel relative to Oblivion. And I'll agree that if
that much time has passed, all bets are off and I'll have fun playing an Imga.
But then the Skyrim trailer came out and it's very obviously set
before The Infernal City. No reference whatsoever to Umbriel, the passing of which is clearly a momentous event even if we don't know how it ends, but the speaker directly states "...the time after Oblivion opened, when the sons of Skyrim would spill their own blood..." as
when things are happening. Important, immediate things. The civil war in Skyrim is already brewing in Oblivion's rumors, and there's just no way important, immediate things (on which "you should have acted") are going to wait decades or even centuries to actually happen. I'm fairly sure Skyrim is set no more than a few years after Oblivion.
What of the Amazon blurb? Well, easiest answer is that it was just plain wrong; someone in marketing made a bad assumption. But perhaps the books will lead us into TES6, or hell, maybe they'll end with Yet Another Dragon Break (which I might forgive if it's the 5th Era and someone happens to write a love letter) and time will loop around a bit to make Umbriel relevant to Skyrim. And hey, it just occurred to me that even without such a device there might be an argument for playable dremora in Skyrim. But anyway...
You'd need some sort of introduction in-game to really pull it off. In a novel, maybe, if they really wanted to.
...we agree on the main thing.