There are there the seventeen daedric princes, each with their own plane of oblivion where they rule. So far we have been able to see three or four worlds, but I hope we will be allowed to see all the realms. (This info isn't 100%, so don't quote me on this)

Ive made this list. Its Who and their Plane:

• Azura - Moonshadow, a realm said to be too beautiful for mortals to comprehend.
  
• Boethiah - Attribution’s Share, not really sure.
  
• Clavicus Vile - Unnamed, tranquil countryside populated by deadly yellow Daedra.
  
• Hermaeus Mora - Apocrypha, an endless library where all forbidden knowledge can be found.
  
• Hircine - The Hunt, a sprawling woodland where all manor of wildlife lives.
  
• Jyggalag - Again, not to sure. Perhaps a world of Order.
  
• Malacath - Ashpit, a world consisting only of dust, palaces of smoke and vaporous creatures.
  
• Mehrunes Dagon - Deadlands, these are barren wastelands, consisting of blackened isles in a sea of lava.
  
• Mephala - Seems to be some sort of "Giant web".
  
• Meridia - Little is known.
  
• Molag Bal - Coldharbour, resembles a copy of Nirn, but all desecrated and ruined.
  
• Namira - The Ancient Darkness
  
• Nocturnal - Nocturnal possesses several realms, such as Shade Perilous and the Evergloam.
  
• Peryite - The Pits, It consists of the lowest reaches of Oblivion, resembling a fiery and gloomy hell.
  
• Sanguine - He is thought to control thousands of realms. All for pleasure.
  
• Sheogorath - The Shivering Isles, a world of madness.
  
• Vaermina - Quagmire, It is described as a nightmare realm, where every few minutes reality shifts and becomes ever more horrifying.

I dont know if this is all accurate, but I think it would be cool if we could travel to each realm as a mission.