We have an http://www.gamesas.com/index.php?/topic/1171828-official-discussion-of-multi-playerco-op-in-skyrim/ as well as an http://www.gamesas.com/index.php?/topic/1119156-official-tes-multiplayer-thread/ Skyrim won't have multiplayer and it's likely that the core Elder Scrolls series will never see this - implementing multiplayer requires a lot of developement resources and Bethesda would rather spent those on improving the single player experience.
However twice in the past they have included this in an Elder Scrolls spin-off game, first with TES Legends: Battlespire and later with Vir2L's TES Travels: Shadowkey, so it's always possible we'll see another spin-off with multiplayer included.