I assume that many of you play characters in Skyrim based on fictional ones that would not otherwise have any relation to the Elder Scrolls world.
My primary character is Emperor Palpatine, a level 27 Breton that is the self-proclaimed Emperor of Tamriel, the Dragonborn, a Legate of the Imperial Army, and is proficient in both magic (I am especially fond of lightning) and two-handed swordsmanship. I had recently completed the main quest after over a year of not having done so much towards it at all. It was about as good an experience as Oblivion was, but I'm not sure how it compares with Morrowind's in my opinion.
So far, Emperor Palpatine is my only currently active character based strictly on a fictional one (from name to appearance), and my other one is just a personally made Imperial assassin, although loosely based on Agent 47 from the Hitman games (and about as bald as one could be in this game, if a shaved, short buzz cut is bald). For Oblivion, I completed the game playing a Captain Picard character, an Imperial that made it to about level 30 before I lost interest in the game. I also had a Palpatine character in that game, as well as one based on The Phantom of the Opera. I'm not sure about Morrowind, as it has been years since I truly found myself playing it with frequency, although I do remember making an Imperial character inspired by Maximus from the film Gladiator.