Actually, when I looked at a list of rumours in the construction set, there were a few that weren't mentioned, Hammerfell being one of them.
Hm, now I think of it, you're right.
Hammerfell never gets mentioned, nor does High Rock or Valenwood from what I remember.
Morrowind gets retroactive lip-service via rumors about Vehk, Redoran, and the Daedra.
Black Marsh gets stories about how the Argonians are holding their own against Dagon's footsoldiers.
I recall rumors about the Skooma trade and Elsweyr.
Skyrim gets at least one rumor about the Greybeards speaking again, which is pretty huge.
Summerset gets the increased Daedra worship rumors and the wizards sponsoring an Imperial boycott.