I usually use new characters but I do have a concept for your idea (that means I'll either have to reinstall Morrowind/Oblivion on my PC or buy them again for the Xbox :-/).
Concept: Male (female for Skyrim possibly?) Nord always named Wulfblayde. Each game is a Nord male warrior named Wulfblayde and is a descendant of the previous game's PC. He usually wields two handed weapons and armour is open (Morrowind- Medium, Oblivion- Heavy, Skyrim- Light). He always has blue eyes and either has blond or red hair (to stick with the whole theme of being a Nord).
Backstory:
Morrowind- The history of the Wulfblayde clan is said to go back to the origins of humanity itself in Tamriel. Every age a tall hero would emerge, a wanderer who would be a savior to the people both of his kin and the others of Tamriel. He would be persecuted and a minority within the world around him in his beginnings but ultimately people would come to know and recognize him as the one who would bring their world together. Enter Wulfblayde, a barbarian prisoner aboard a ship set to a land where he sees faces that are not his and is deemed an 'outlander', hated and despised as a mere barbarian. Little do these people know he is the key that prevents their world from descending into the hells of the Daedra and beyond.
Appearance- Male, blond hair, blue eyes, medium or heavy armor, specializes in two handed swords or spears
Oblivion- A prisoner inside the land of a people who conquested his ancestors, a young barbarian from the outskirts of Cyrodiil is taken in. The last of his small tribe, his past...and crime...is unknown, but the dark haired, short people that hold his very tall frame hostage with mere numbers are convinced he is to rot inside their prisons. But the Emperor himself claims to have seen him within visions and orders him freed. People around him depend on him for his strength, whether it is entertaining the people in glorious combat challenging warriors from all throughout Tamriel in the arena or protecting people and dispatching bandits. But he is more than a warrior. He is the one who will descend into the hells and save his very oppressors, and the world, from oblivion. His name is Wulfblayde...his great forefather the one who dwelled in the land of the Dunmer and saved his people despite persecution...this hero saving the very people whose laws and conquest as did his forefather.
Appearance- Male, red hair, blue eyes, heavy armor, specializes in blades (claymore)
Skyrim- Mistaken as a rebel, a young man by the name of Wulfblayde was captured from his small village in between the outskirts of Cyrodiil and Skyrim, his execution ordered. All it took with seeing him over a dead Imperial body to arrest him and order his head delivered to General Tullius. But fate would take a fortunate turn for this young man. The salvation of his bloodline has finally come with the blessings of the Divines, the blood that has transferred throughout centuries finally surfacing to its true power and potential. He is the Dovakhiin, a Dragonborn who can absorb the souls of dragons and will lead the destiny of his people and those around him. His forefathers fought in lands for people that were not their own, but he will be the destiny of his own kin and people. Skyrim depends on him...as does Tamriel. He is the last of his line...he is...Wulfblayde.
Appearance- Male, blonde hair, blue eyes, light armor, specializes in two handed swords or dual wields longswords
(note- Skyrim's Wulfblayde can also be female)
