TES VI? Where was I when this happened?
The information's in the Prima Guide. I'll list them to you.
Anvil has the Selkie of West Skerry. The story's about a seal-maid's lover who stole the selkie's seal skin so that she leave him. Anvil also has the statue of Dibella.
Bravil has the statue of the Lucky Old Lady. You can read about it http://www.imperial-library.info/obbooks/daughter_niben.shtml.
Bruma has the statue of Tiber Septim at the center. The one in the Bruma Castle courtyard isn't listed in the guide book.
Cheydinhal has the statue of Vanus Galerion, founder of the Mages Guild. The one in front of the chapel is Arkay.
Chorrol has the Touch of the Healer's Hand, showing the Second Era healer, St. Osla, tending to the wounds of a soldier during the fall of Sancre Tor.
Kvatch has the statue of Antus Pinder, the one who lead a resistance against the invasion by Camoran Usurper.
Leyawiin has Topal the Pilot and Zenithar. Topal the Pilot was a Merethic Era explorer who explored the Nibenay Valley and the City Isles.
Skingrad has the statue of Rislav Larich the Righteous, a king who once ruled in old Colovia during the First Era and lead a revolt against the Alessian Emperor Gorieus. You can read about him http://www.imperial-library.info/obbooks/rislav_righteous.shtml.
The Talos Plaza District is the dragon form of Akatosh, king of the gods.
The Arboreteum has the statue of the Eight Divines circling around the center, Talos.
The Arena has the statues of St. Alessia, first empress of Cyrodiil, and the man-form of Morihaus Breath-of-Kyne, her bull lover.
The Market District has the statue of Uriel Septim III at the North End, commemorating his victory during the War of the Red Diamond. Someone's not reading because he lost the war to Cephorus. The south end statue has the statue of Pelagius IV, but the guide incorrectly calls him son of Tiber Septim. The second Septim emperor is Pelagius I.