Throughout the games we learn that when they die, Nords go to Sovngarde, and the ones that are killed by the Dark Brotherhood go to the void.
But I wonder, are there more versions of afterlife in The Elder Scrolls series?
For example, where do Imperials go when they die?
Note: I want to know where they actually go when they die, but it would be perfect if someone included their beliefs.
The fate of someone's soul after death depends largely on their Race: there are Afterlifes closely tied to each one of them, that seem to be exclusive to that particular race and its religion; there are also other known Afterlifes where a dead's soul could go under particular circumstances.
Altmer Afterlife:
They are primarily apart of the Dreamsleeve, however they have a twist as for their own beliefs that the Aedra in the world were Altmer that ascended to godhood, as is the goal for most Altmer. Otherwise if this process is not completed, they will be reincarnated to live again.
Argonian Afterlife:
The Argonian's believed that through death you became one with the Hist. The Hist defined the lizard part of the Argonian's genetics, similiar to the Khajiit's half form with the cat. The more an Argonian was connected to the Black Marsh, and The Hist, the more likely they would become one with the spiritual energies of The Hist and its effects on future generations. However, an Argonian less bonded with The Hist, would most likely be thrown into the Dreamsleeve.
Bosmer Afterlife:
The Bosmer afterlife differs the most from others. When Yffre (first of the Ehlnofey) died, a Bosmer witnessed him become apart of the earth and therefore refer to the Ehlnofey as "Earth Bones". Bosmer therefore theorized in their own religion that they return to nature. Possibly connected with the Dreamsleeve to be reincarnated, but through nature's choice. Not every Bosmer will become reincarnated, but rather their own spirit becomes one with nature again.
Breton Afterlife:
No specific Afterlife, They go to the Dreamsleeve.
Dunmer Afterlife: Cult of the Ancestors
The Cult of Ancestors, and more broadly of the whole Death concept, is central in the Dunmer society. Morrowind's landscape is constellated with Ancestral Tombs, the last resting places of the Dark Elves, that are very often guarded by Ancestor Ghosts and other Revenants; this implies that at least some Dunmer's Spirits keep lingering on Nirn after their death.
The mortal remains of the Dunmer are usually burned and conserved as ashes, and a part of them is used to create and maintain the Ghost Fences that protect the burial grounds (or, in the case of the Great Ghost Fence, to act as a containment of the summit of the Red Mountain); it appears that these bits of mortal remains acts also as a focus for the Ancestor Spirits and seem to bind them to the mortal plane.
It is not entirely known if all the dead Dunmer's fate is to have this active role as Guardian Ghosts; according to their beliefs and religion, this life and the afterlife are deeply interconnected and without very distinct borders, so their spirits can be considered to linger in this world to supervise and protect their descendants in a way or another.
Imperial Afterlife:
Goes to the Dreamsleeve, or if more connected to the Nord bloodline, to Sovngarde.
Khajiit Afterlife: The Sands Behind the Stars
The Sands Behind the Stars, also known as Llesw'er, is the realm to which the souls of Khajiit travel at the end of their days. It is a sub-region of Aetherius and it is described as a paradise promised to the Khajiit by the Riddle'Thar, souls are carried there by Khenarthi's embrace, as long as they have followed the true path of the moons. It is said that the realm is filled with dunes formed of sugar, and a "warmth without end".
It is possible that their bound to the mysterious Lunar Lattice, that gives Khajiit different forms when they are born (so, when they enter Mundus), also plays a role when they die (when they leave Mundus).
Nord Afterlife: Sovngarde
Sovngarde is the part of Aetherius where Nords go to after death. It is ruled by Shor and contains the Hall of Valor, a supposedly gigantic feasting hall where the mead "flows like a waterfall". It can supposedly only be reached by true Nords who die valiantly or in battle, regardless of personality.
Orc Afterlife: The Ashen Forge
The Ashen Forge sits at the center of Malacath's own stronghold in the Ashpit, the realm of Oblivion of the Daedric Prince of Outcasts.
For the Orcs that revere Malacath, the afterlife promises rewards of immortality, abundant food and drink, and constant battle deep within the Ashen Forge. It is also said that The Ashpit bastion stretches endlessly across the planes, extending even behind the stars to Aetherius, granting access to every worthy Orc who crosses from this life into the next.
In Malacath's stronghold, every Orc is a chief, every chief has a thousand wives, and every wife has a thousand slaves to cater to their every need.
The stronghold's walls rise one hundred feet into the smoky sky, constructed of polished steel and worked iron. Inside the walls, stone keeps, iron towers, and massive longhouses surround the central square that houses the Ashen Forge.
Redguard Afterlife: The Far Shores
The Far Shores, a sub-region of Aetherius, is the afterlife sought by the Redguards. The actual portal to the Far Shores is located deep in the Hall of Heroes, the ancient resting place of the greatest Redguard warriors. Worthy souls must journey to the Chamber of Passage, guarded by the Keeper of the Hall, who refuses entry to the living and the unworthy.
Redguards are helped by Tu'whacca, the God of Souls and the caretaker of the Far Shores, to find their way there.
"Generic" Afterlife: Dreamsleeve
According to semi-official sources, a plane of of existence called Dreamsleeve is the generic place where someone's soul goes to wait to be reincarnated in Mundus, in absence of a more specific place tied to their race, or if they fail the trials required to access them. It is also possible that the Dreamsleeve is the collective name of all the different Race's destinies.
It is possibly related to the Plane of Aetherius in some way or another, as some of Aetherius sub-regions are designated as the final resting place for some particular races.
Lycanthrope Afterlife: The Hunting Grounds
The Hunting Grounds is a realm of Oblivion created and ruled over by Hircine, the Daedric Prince of the Hunt. The souls of lycanthropes are claimed by Hircine and spend eternity experiencing the thrill of the hunt in his Hunting Grounds. However, it is possible for a soul to transfer to the proper afterlife (such as Sovngarde) if their lycanthropy is cured posthumously.
Dark Brotherhood victims Afterlife: The Void
The Void is the name applied to the dimensions outside of the known realms (e.g. Aetherius, Oblivion, and Mundus) of the Aurbis. According to the Dark Brotherhood, when Sithis wishes someone killed, their soul comes here after death.
Soul Shriven Afterlife: Coldharbour
Coldharbour is a realm of Oblivion created and ruled over by Molag Bal, the Daedric Prince of Domination. It is inhabited by Daedra and the eternally-tormented souls of mortals called Soul Shriven: the remnants of individuals who have been enslaved by Molag Bal. They are eternally doomed to toil in torment for the glory and amusement of the Daedric Lord. Molag Bal's lust for the enslavement of mortal souls is such that at the moment of their death, he employs various methods to divert a mortal's soul from its journey to the afterlife to imprisonment and slavery.
Black Soul Gem victims Afterlife: Soul Cairn
The Soul Cairn is a realm of Oblivion filled with the trapped souls of mortal dead and with all manner of undead. Rather than being ruled over by any Daedric Prince, it is controlled by mysterious beings that call themselves the Ideal Masters. When a soul is captured by a Black Soul Gem, it is transported to the Soul Cairn to roam for eternity. In their hunger for souls, the Ideal Masters often strike deals with necromancers. In return for souls, the necromancers are given the ability to summon armies of undead from the realm, although they often fall prey to the Masters and end up trapped in the realm themselves.
The Elder Scrolls Lore is, basically, huge and limitless. This answer is based on personal knowledge and a quick research, because, you know, I have a life on my own. More details, descriptions and links will come in successive edits. This answer uses this article on Tamriel Foundry as a base, integrated with information from UESP.
This may very well be true however it is a very confusing subject as to where the Dragonborn goes due to us never seeing the official death of our characters. However, the Greybeards mention that the Dragonborn is sent by the gods, the Aedra, in great times of need. Arngeir mentions of Kynareth giving the gift of the voice, while Akatosh gives the gift of a dragon soul and dragon blood, thus giving the Dragonborn the inborn ability to learn a dragons knowledge when slain. This by itself states directly that the Dragonborn is a god/ divine him/herself. Now with the daedra, they seem to think to claim your soul however, there may be a minor detail in this I don't think anyone has ever thought to understand. When a dragon is slain by another dragon, or Dragonborn, they receive their soul and knowledge, and it is the only TRUE way to kill a dragon. The Dragonborn's soul can only be claimed if he/she IS SLAIN by a daedra. HAHA you daedric bastards, you do not realize this because you are foolish (this includes Nocturnal and a "contract"). Because the Dragonborn is a creation of Kynareth and Akatosh, you ascend to the heavens, where I believe they give the choice of which afterlife you would want. You may be the first Khajiit to be in Sovangarde, who knows?
