How? More detail please.
I for one have come across Gold statue of one of the Gods, cant remember the name but begins with a D - Sits nicely by my bed in the College of Winterhelm.
Hunting for the Daedra ruins is another exploration task you can do. Dwemer ruins, Dragon sites (cant remember their official name.)
All of these do not appear on your map until you find them. All have excellent items and loot. For me anyway
Dibella, the goddess of wonderful hedonism.
Also, while there is a distinct absence of rolling boulders, we do have nazi's (the Thalmor, or the Stormcloaks, depends on your outlook on life... we tend to be divided here, it's the closest thing the forum has to political parties: Who is MORE evil, the stormcloaks of the Thalmor), we have exotic locals, we have tombs, we have evil (Some of it... somewhere... there was that one quest with the floating brooms), and we have idiotic governments to deal with... that's pretty Tresure hunting.
Personally, I'm waiting for the quest where you find a treasure ship, and then get stopped at the border of Skyrim by a group of nords, saying you didn't have salvage rights... at which point you get tied up in years of litigation and other crap, until finally you win the rights to part of the treasure, after you have given the tax cut to the government. Because THEN you'll be roleplaying a treasure hunter.