http://users.bestweb.net/~pogo/stuff.html can be loaded together and you apparently can walk underground from Mournhold to Balmora to Vivec to Solstheim and more. These dungeons were procedurally generated, so they aren't necessarily the prettiest.
Edit: it's somewhat like the link Krovosos posted.
I use these, and tbh, despite it being automatically generated, there are a few interesting areas in there, and I had a lot fun dungeon crawling in there. The main problem is lack of path grids really.
Use NoM and TLM, then gather up your supplies, and dungeon crawl from city to city, it's fun as hell. :hehe: