I wonder if there is a list of official external lore sources. I am not talking about wiki:s and such written by people who have gathered the official lore but rather the direct source. For example I got a small 112 page book with my collectors edition of Oblivion called "A pocket guide to the empire" or now recently the new book Bethesda released called "Tales of Tamriel: Book I - The Land"

Is there more of these sources and books?

"Tales of Tamriel: Book I - The Land" is a compilation of game books and art and the pockets guides to the Empire are game books themselves. I'm not sure I understand what you're looking for but the best source for lore are the in game books. I you don't have all the games, you can find them there: http://www.imperial-library.info/

Everything lore related is listed in the left column.

You have different kind of physical ES books:

The lore-guides :

• A pocket guide to the Empire, 1st edition: you can find it in the user manual of TESA:Redguard.
• A pocket guide to the Empire, 3rd edition: you can find it in the collector edition of Oblivion.
• The improved Emperor's guide to Tamriel: you can find it in the collector edition of ESO.
• The Hero's Guides to TESO (3 books): you can find them on the http://store.gamesas.com/books-and-other-media/books/the-heros-guides-to-the-elder-scrolls-online.html.

The lore-guides are physical books written in universe point of view, thus they are as fiable as the in-game books. All of these books were transcribed on the TIL, as pointed by Ladyonthemoon.

NB: the 1st edition and the 3rd edition of the pocket guide are different books, with different content/lore.

After that, you have the novels and comics books:

• The Origin of Cyrus!: you can find it in the user manual of TESA:Redguard, or the web version http://uesp.net/wiki/Books:The_Elder_Scrolls_Adventures:_Redguard:_The_Origin_of_Cyrus!.
• http://uesp.net/wiki/Books:The_Infernal_City and http://uesp.net/wiki/Books:Lord_of_Souls.

And then, you have the official strategic game-guides, the majority of them are pure gameplay guides, but some of them contains lore, with an external point of view. The more interesting strategic game-guides lorewise are :

• http://uesp.net/wiki/Books:The_Daggerfall_Chronicles
• http://uesp.net/wiki/Books:The_Redguard_Companion
• http://uesp.net/wiki/Books:The_Elder_Scrolls_V:_Skyrim:_Prima_Official_Game_Guide

And then, you have the "compilations books", those books are mere compilations of in-game books:

• http://uesp.net/wiki/Books:The_Elder_Scrolls_Online:_Tales_of_Tamriel
• http://uesp.net/wiki/Books:The_Elder_Scrolls_V:_Skyrim_-_The_Skyrim_Library

That's all for the official stuff. After that you can find different kind of "unofficial stuff", like C0DA, the pocket guide 2nd edition and a ton of roleplay games with the intervention of the dev' (like the Trial of Vivec, or Nu-Mantia Intercept) and interview.

Thanks a lot Freyja!

I am curious of the last line "and a ton of roleplay games with the intervention of the dev' (like the Trial of Vivec, or Nu-Mantia Intercept) and interview."

What are these trial of vivec and nu-manitia intercept? Some game?

Yes, some kind of games between the dev' and the fans. Many people use them as sources, but other prefers to discard them.

In addition some of these RPs are well known by the fans, while others are neglected.

The "more official" RPs are the in-characters interviews:

http://www.imperial-library.info/content/interviews-skeleton-man

http://www.imperial-library.info/content/interviews-alvur-relds

http://www.imperial-library.info/content/interview-two-denizens-shivering-isles

http://uesp.net/wiki/Lore:Elder_Scrolls_Online_-_Loremaster%27s_Archive

http://uesp.net/wiki/General:Loremaster%27s_Episode_of_ESO-RP_ZOS_Interview

Then you have the four more well-known RPs:

http://www.imperial-library.info/content/redguard-forum-madness

http://www.imperial-library.info/content/vehks-teaching

http://www.imperial-library.info/content/trial-vivec

http://www.imperial-library.info/content/nu-mantia-intercept

You have a ton of them (RPs or interviews), the majority of them are on the TIL, but not all. Some are only readable as archive (I think of the "http://www.mwmythicmods.com/Archives/Lore/The%20Psijic%20Order,%20the%20Altmer,%20and%20Lorkhan%20A%20Letter%20from%20a%20Forum%20Scholar.htm") and some are definitely lost (the majority of the Loranna's RPs).

And as I said, some people use them as sources, others don't, it's as you wish.