If there are indeed real-world influences behind the general design of Khajiit, it seems to be a bit of Indian, bit of Persian, bit of Egyptian, bit of Arabian, and maybe even a pinch of Indochinese. I would love to see some of their architecture, and some of the native Elsweyr garb.
I could definitely see them building more Egyptian and Arabian-style buildings in the deserts (maybe not pyramids, but temples), and maybe something like http://upload.wikimedia.org/wikipedia/commons/7/79/Khajuraho5.jpg in the jungles.
Also, since Elsweyr was once separated into two separate kingdoms, one in the northern desert, the other in the southern jungles, it wouldn't be entirely unreasonable that they had two distinct cultures.
Edit: Omigosh! I just realized that the Sphinx is actually a statue of a Khajiit.....
