(Xbox 360 confirmed) There is a house in the Northeast corner of Windhelm, where you can walk through its outside walls. This allows you to exit Windhelm's city space and visit any other location in Skyrim. However, the game thinks you're still in Windhelm, so the graphics are highly downgraded, textures and physics don't make any sense, and invisible walls linger everywhere. You may find that you literally float ten feet above the ground at all times, and that buildings and other man-made structures disappear as you get close. You may also find that you never get attacked as, there are no AI in the game world when you're in the city. You CAN leave the Skyrim game space now though. All you have to do is find a fairly low portion of any mountain and traverse over it. I visited Morrowind, and Cyrodiil. Be wary though, once you exit Skyrim's gamespace, you are svcked into some alternate dimension where you have to swim everywhere– even through mountains. However, you might see some familiar sighte in Morrowind and Cyrodiil; I saw Vvardenfell and Red Mountain, and I saw the Skyrim-facing half of the White-Gold Tower. While exploring, you may notice that the sky, water, and character animations are normal quality, but everything else is highly downgraded.