In the run up to the release of Skyrim, Bethesda released several pieces of concept art, showing how the rich world of Skyrim was conceived.
A video showing the construction of a piece of art was featured on the GameInformer website. Bethesda has also released a "team diary" that included a video of examples of concept art being shown alongside their finished models.
Following the death of Adam Adamowicz, Bethesda paid tribute by releasing his concept art. For these galleries, see pages 1, 2, 3, and 4.