I have 3
1. dark Brotherhood Quest "Where You Hang Your Enemy's Head" This is a reference to a line said by an Orc in Oblivion. When you ask him about the sanctuary, he replies with "You know, home is where you hand your enemy's head."
2. Mercer Frey's house. In his house you can find Chillrend and a bust of the Gray Fox.
3. Notched Pickax. On the VERY summit of the Throat of the World, there is an enchanted pick called the 'Notched Pickax' and the pick is a Minecraft reference.
Any EE's anybody wants to add here?