There was a tool for Borderlands that allowed you to mod your save in PC, and convert it to a Xbox save. But it was third party stuff. No mods are official, so unless some modder out there decides to do it, it is not going to happen.
Skyrim 360 and PC saves are interchangeable, meaning that you can play a PC save on 360 or a 360 save on PC. This also means that someone could give their 360 save to someone with Skyrim on a PC and have them use console commands to change things, but no actual mods (although many simple mods can be achieved through console commands).
I don't really think that the 360/PS3 hardware could handle much more computing than it has to do with Skyrim already.