Do Khajiit caravans actually travel through out Skyrim in a trade route? I know the caravans in Fall Out 3 did. I would actually like to roleplay a caravan guard if they do.

they do indeed
you can help out Kharjo

The caravans seem to go between 2 or three cities each. I thiink 3 caravans are in the game.

Thanks

They do. I even found one being attacked by bandits.