Upon more research, I've found that the Hub had a much better picture of the font:
http://i266.photobucket.com/albums/ii266/Naajaw/Elder_Scrolls_V_Skyrim_Logo.jpg
As you can see, the K and the R have a unique curve towards their intersections. The serifs are sharp and subtle...
Definitely not Times New Roman
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I wouldn't bother with Times New Roman
Palatino's K, S, and R, are a lot closer to it than Times New Roman(just not the Y), especially the R which doesn't come back to touch the stem like it does in the other. I am almost positive you are looking for a variation of that, although its very possible its a custom typeface that Bethesda had specially made for them, in which case you probably wont find it.
EDIT: Yea, looked at that K and R on your image there... I don't recognize that from anything that would be commonly used. Its probably custom made, but you could still find what it was based on. Closest thing to it, and you might be able to make the changes yourself if you are planning to use it for something.