The actual size of Skyrim the province is smaller, but as someone has already said, aside from Daggerfall, the Elder Scrolls games aren't to a perfect scale. Had Oblivion been full scale, it would have been 2-3 times larger than Daggerfall, which would amount to... Probably a landmass the size of Alaska.
Playing through Morrowind right now, which is considerably smaller than Oblivion, I'm amazed at how big the game feels just because of the mountains. I'm eager to see what Skyrim will be like.
I think they said that FONV was roughly the same size as FO3 but I felt it was much smaller IMO.
The map may be the same size, but the game is not. If you actually look at where the used area is, a good 3/5ths of the map is totally unused, making the game more around the size of Morrowind's Vvardenfell, than Fallout 3's capital wasteland.