immediately following the Oblivion Crisis, my character saw a glowing portal out near bravil. A portal to sheogorath's realm! So he went inside. Sadly, he was not one of the worthy ones, so he went insane.
He now lives impoverished on the Bravil streets, and Skyrim is just a manifestation of his addled mind, and its still the 3rd era.
That's amazing. I did a similar thing with one character, though she left the Isles on her own will and, well... had consequences. Not very good ones, one thing led to another... So while she's sitting alone, serving life sentence and probably giggling, she's lucidly dreaming, reliving being a young hero in a strange land. Sadly, I've lost all of this character's files, but I plan on replaying her in Oblivion.