I usually retire my characters to a shack or a tent somewhere so they can live out there days fishing and hunting and generally laying about.
I will have my other characters visit those places, but sadly, the other folks are never home when we come by. They also do not seem to be reading the messages I have been leaving them.
Since Oblivion.
I've always had different characters for the different factions and certain questlines and I like to pretend they run into each other from time to time. Moreso in Skyrim, since the three main characters are all College of Winterhold applicants while two other characters eventually had their storylines merge with the main group.
It's a lot of fun and provides wonderful roleplaying opportunities, though since I'm on the 360 I have to rely on pretending and imagination. It eventually grew into a post-Skyrim and expansions fanfiction that neatly wraps up their stories. Now I hope TES VI doesn't invalidate any of it.
Yes, my non-DiD characters inhabit the same Skyrim. They identify with different quests (or none at all), employ different followers, occupy different houses, marry different people, and adopt different kids/dogs.
I've done that to the extent of breaking roleplay. I kill off any NPC's that died in other files just so it's consistent.
Also, near the beginning the three college applicants (two Breton siblings and a Khajiit) supposedly walked together from Whiterun to Winhelm, then from there to Winterhold. The entire time it was just them in their respective playthough.
Near the Whiterun Gate
In my mind:
Two of my characters do... But I cannot give details.
I kinda do something like that. My Nerevarine in Morrowind was a Wood Elf named Aalaan, a stealth assassin / thief that never truly believed in the Nerevarine prophecies but still continued investigating them anyways. As he became more and more involved, and the 6th House began targeting him, he began wanting to find out more so he could face off against the 6th House himself. Not so much to fulfill the prophecy, but because by this point it had become personal between he and the 6th House.
Aalaan was abandoned at a young age by his parents, and was left to fend for himself.
I created a character (that never really got off the ground, so was never an "official" character) who was Aalaan's younger brother, Marr'Taan, a much more magically inclined Bosmer. Also abandoned (the 2 raised each other), Marr'Taan shared many of the traits of his brother, but just developed more of a passion for magic.
Marr'Taan existed in the same Morrowind world, but like I said, the character never got off the ground, so I never counted him as an "official" character. As it is, I only consider that I've played one Morrowind character (tho I have created many).
The only thing I do now is create characters in the same timeline. I've never been much of one for creating multiple characters. I know what I like to play and I tend to stick with that. So I have my Nerevarine, Aalaan. I have my Champion of Cyrodiil, Khulain. And I have my Dovahkiin, Thadious. I have created more characters than these through the course of all these games, but none that I ever stuck with.
Marr'Taan was originally going to be my Skyrim character, a descendant of Aalaan. But when the time came to make my character, I really wanted to play a Breton. So Marr'Taan got put on the backburner once again. Perhaps I'll "officially" add him to my Elder Scrolls timeline with TES VI.
I usually start a character for each faction questline, so the Archmage of Winterhold, the Harbinger, the Dragonborn etc. are all different characters in the same Skyrim.
Am I the only one that likes vanilla Morrowind graphics?
There's lots of overhaul mods you can download tho. Sounds like you're already aware of that tho.
I have about five characters that inhabit the same universe, its sometimes quite fun. To get the dragons to spawn I do the main quest up till you kill your first dragon so the dragons spawn occasionaly. I keep meaning to write a short story involving all my characters coming together to work together.
A friend and I take this a step further:
My female high elf Erissa and my friend's khajiit male, Kerdo, inhabit the same universe. They're old friends, always bickering in a friendly manner. My friend is writing a story about it (and I contribute a bit).
RP-wise, we say that at some point (possibly as a result of the events of ESO) our characters saved the world, and made a deal with Akatosh to be able to be reborn whenever they are needed to protect Nirn. So, our main Elder Scrolls characters are their ancestors reborn through their descendants. I explain the Dragonborn thing as their souls are not dragon versions of the original heroes souls, but instead the original souls are augmented by a dragon's soul, allowing them to be Dragonborn. Similar concept in Morrowind, the soul of my friend's morrowind char was mixed with Nerevar's (and it split away from Nerevar when he died) etc
Having my other characters exist within the same canon as my Dragonborn is the only thing keeping me immersed in the story.