Although Oblivion may have made it seem as though there was a link between, if nothing else, Dagon and "the devil," it does not quite mean that such is the case. Parts of the Medieval notion of Satan were undoubtedly used, but Dagon himself, in the fullness of the lore, is not quite so flat (not to mention the medieval version of Satan was defined by his apathy, as apathy was seen as the most crippling force. Hence why in Dante, he occupies a frozen realm and is himself mostly encased in ice. Dagon is far from apathetic). I could see little similarity between the modern Miltonian version of the devil as the fallen angel either, as the Daedra never really fell, nor rebelled. One might draw some similarities to the Judaic Samael, as he tends to be more or less neutral yet often sees fit to meddle in human affairs. He's not really evil, but at the same time, you'd probably want to keep your distance (interesting how such a figure, with a few mistranslations, some ill-fated anologies, and Milton's Paradise Lost, ends up becoming the embodiment of pure evil, complete with his own realm and army...). Ultimately, though, I suspect that Judeo-Christian mythology didn't play as big a part in TES as other mythologies. For example, you have the Zoroastrians and their divisions (twin gods opposed to one another which are born from Time, the Ahuras and Daevas being born of thought as concepts, etc) and the Gnostics and their divisions (Gnostic version of creation , the "Not-Being God," the lion-faced serpent who spurred on creation, etc).

There's also Medieval mysticism to be factored in. For example, the Lesser Key of Solomon lists various demonic princes, as well as on what days they can be summoned, their nature, what services they might provide, etc (which should be somewhat familiar to Daggerfall players). That much likely factored into the Daedra, but beyond this, much was likely taken from various mythologies as the series grew such that solid anologies can't really be made. For example, Dagon shares a name with a Semitic god of agriculture. Though we can assume his name came from there, little else did. It's the same with Molag Bal and Ba'al, and Akatash and Akatosh. And really, this hits on the same thing as trying to find the real-world versions of the TES races. Though each item in the TES universe likely began with a real-world template, much was added to this to make it more interesting and, in the end, unique (for example, it's hard to deny that the Romans played a part in the notion of the Imperials, yet to say that Imperials = Romans would be flat wrong. They may have served as the foundation, but there's more to a house than its foundation, especially when the house happens to be a mansion...).

And really, in all honesty, Molag Bal and his Coldharbor seem far closer to the typical view of Satan and Hell than Dagon... But it seems Dagon gets all the love.

"(...),the four Daedra Lords, Malacath, Mehrunes Dagon, Molag Bal, and Sheogorath, are known as the Four Corners of the House of Troubles." - http://www.imperial-library.info/mwbooks/house_of_troubles.shtml

It's somewhat similar to the four knights of the apocalypse from christian mythology/prophecy, where each knight, horseman or whatever, represent a different part of the apocalypse (and maybe more important: general feared aspects of destruction, which a occur in life, like war, plague, death; and an other alas and alack which i don't remember ). So there are some parallels, but the question is how far they stretch.

Anyway, the ES lore do partly stand one it is own without linking it to other mythologies/stories/religions, but it's in my opinion that this mythologies, religion and ancient stories that gives the ES lore a intelligible context.

PS: I agree with Kitamelari that the ES draws on many different mythologies, I just used Christianity as an example, because it's most familiar to me, and maybe most related to the topic (about deadra and devils).

Mr. Scratch himself. I would just like to say the Devil is not flat, and by being more human and perceptible than any Daedra, he himself is far more relevent. What's with all this Darda Daedra reverence anyway? Let them defend themselves, they lurk the forums you know.

@Mamagato- ??? at your ???
@Kitamel- your thesis just got manhandled by the remainder of your post