Oh, yes. Even more, they all are ancestors of my Skyrim character.
My character for main quest line, Redguard Hossul, was a friend with Freyrick Hust, who is now a husband to my another character, bosmer I created for Summerset quest line. As you can guess, Hossul and Freyrick broke up their relationship because Hossul thought Freyrick's wife was a bad choice for him. It is a very short version of what happened, at the moment I'm writing full story
I actually haven't done this but me and my mate were joking about the idea of our ESO characters being ancestors to our Skyrim characters as the Skyrim events are something like a 1000 years after the ESO events.
I imagine my healer being an ancestor to my other Elder scroll chars in oblivion and skyrim. They are all part of a long line of healers and worshippers of Mara and Akatosh.
I absolutely do this.
I have 11 characters (I have the 8 original slots, and then three more purchased from the Crown store) of various backgrounds and affiliations. They each have their own personalities, goals, and biases... however, they at some point met one another and now work for the same adventuring company (which has always been my justification for why my characters share a bank). I even have backstories on how they came across the company, like how the Dominion chapter head noticed the thief breaking into a bank and hired her on the spot as the "acquisitions officer," or how my elderly healer saved my knight's life, and now the latter feels honor-bound to act as the former's bodyguard and aide. It was all started by my main--a dunmer assassin--purely as a means to help her retrieve her soul from Molag Baal, but has since grown into a Tamriel-wide source of good deeds and Daedra slaying.
That said, none of my girls are related, family-wise. But there are family-like relationships, especially between the Dunmer assassin and the elderly Argonian who used to be her nanny. It's a long story, but rest assured the relationship is quite adorable.