Zenimax currently holds 4 trademarks without concrete evidence of what they are:
Deathmark
Dishonored
Giant Monster News
Skyrim
Skyrim has trademarks for "clothing" and "publications, such as manuals and guides", as well as two applications covering "video games".
The most recent application is a broader video game trademark filed June 17th, as I recall. Note that Oblivion also had two trademark applications covering "video games" concurrently. The broader of the two is the one that was kept alive, but Zenimax also used one for what amounts to "written material about a video game", which is one of the original three Skyrim applications, and does NOT have a new filing currently.
Mostly. The new mark has this under the TARR status:
Filing Date: 2010-06-21