so in the quest Mind of Madness (Solitude) you get to meet sheogorath, i never even played shivering isles and i fliped out when saw this, he even talked about how he was right there durring the oblivion crisis and everything.... and.. just to help out.. here is a link to the encounter (found it on youtube this is not actually me playing)
listen to the end.. he even talks about fishsticks

Mind of Madness (Solitude)
http://www.youtube.com/watch?v=DGdrwN89_kY