Do dragons only exist in Skyrim or do they also exist elsewhere?
They once inhabited Morrowind until the Cliff Racers pushed them out, and supposedly lived in Cyrodiil as well. Really, Dragons can probably live anywhere and not make too much of a fuss about it. I mean, one was in Blackreach of all places.
As to how far spread they are now...well, they reached Solstheim, so I assume they can be found in other provinces as well, assuming they didn't cast their lot with Alduin.
I wouldn't be surprised to encounter a few in the next TES. Nothing major of course.