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

@newtinmpls There's only unedited version, but as soon as it possible I'll share it here

I have 2 Bosmer characters who are related. Teldraelil Sagewood is a warden healer and a loyal servant of Queen Ayrenn, King Camoran Aeradan (i think that's how you spell it) and the Aldmeri Dominion. She is a devout worshiper of Y'ffre and strict observer of the Green Pact, more so then most Bosmer while her sister, Sisa Sagewood is a stamblade werewolf, who in her teen years secretly took an increasing interest in Hircine, and she eventually ran away from home and became a worshiper of Hircine, and eventually a werewolf. Since then, Teldraelil and Sisa have rarely seen each other. I am still working on the backstories for both of these characters.

My characters actually 'are' each other. I've been playing the same little wood elf since 2007 (Oblivion at that time), through Skyrim and into ESO. She mastered time travel long ago so chronology/era-hopping is of no concern to her. She wakes up in the morning and decides whether to grab her healing staff (healplar), lightning staff (magsorc) or bow (stamsorc) and moves among the versions of herself as easily as she changes hairstyles or costumes. Each version of her looks identical and has a different modifier to her base name (Buffy).

I have two Altmer that I like to think they are brother and sister. However they don't interact at all, other than sharing a background
For Skyrim, they are related but since places in timeline is not close enough it doesn't matter much

I have 7 chars so far. My consider my main (Elriah, Bormer sorceress) to be the Vestige, who meets my other chars during her travells. I'll try a spoiler-free summary.

As a Bosmer Elriah starts out on Kenarthi's roost where she meets Dalaeneth (Altmer sorceress). Dalaeneth works in the bank of Mistral. But since there isn't enough work for her to do she fears that she's about to loose her job. She wants to help repelling the Maormer invasion but is not good at fighting. Elriah tries to show her a few things but Dalaeneth struggles a lot with destruction magic. After some time they figure out that she has a talent for illusion spells though. In the end they both travel to Auridon together where they join the Mages Guild. Elriah has to move on soon but always takes time to visit her friend whenever she's in Vulkhel Guard.

She meets my next alt (Lost-in-Thoughts, Argonian Templar) in Stonefalls. He works as a healer for the Pact forces and has to patch Elriah up more than once. They meet again in Shadowfen after Lost heard the rumors of the Dominoin attacs on his home and came to defend it. Lost accompanies Elriah and tells informs her about the Argonian way of life. After Shadowfen is secured he decides to stay and protect his hone, should the Dominion try to invade again. She visits him several times later, when she starts working for Cyrodilic Collections.

On Stros M'Kai Elriah runs into a Redguard (Amren Al-Attaron, Dragonknight). She rescues him from the Sea Drakes and in return he swears to fight at her side. He follows her to Betnikh but they get separated towards the end of the quest. Actually Elriah purposely eludes him because she fears he might have developed a romantic interest in her. As she does not return the feelings but doesn't want to break his heart either she decides that disappearing is for the best.

After so much adventuring Elriah finally made enough money to buy a house and retire. Previously she had seen an advertisment for a house on Vvardenfell. On the ship she meets Paneera (Khajiit Templar) They share a cabin because the other passengers are too scared of her Senche sister. When the boat is sacked by slavers Paneera is taken to Firemoth Island while Elriah manages to reach Seyda Neen. The money for her house, though, is gone. She takes on a job to track down the slavers and eventually reunites with Paneera. Afterwards Paneera leaves to find a Skooma smuggling family member but soon enough they meet again in Vivec City.

There they also meet Talea Sorathi (Dunmer Warden) and Revis Sorathi (Dunmer Dragonknight). They are both Buoyant Armigers who guard the temple. When Elriah begins her work for the temple Paneera joins in to assist her. Paneera usually stays in the city, first she trys to track down some mysterious dog that had been scaring people. Later she helps Revis and Talea to maintain order. Elriah does the legwork but Paneera allows her to borrow her Senche who' runs faster than any horse.
In the end Elriah will finally get her house allthough retirement will have to wait. But when she's there she always invites Paneera, Revis and Talea.

On Summerset Elriah meets Talea again who's travaling around during a vacation. They share their stories and work together to solve a murder in Lillandril while Elriah awaits a message from her new friends in the Psijic Order. When it does finally arrive she decides to involve Talea in the matter as she could certainly use her help. Later Talea returns to Vvardenfell and Elriah moves on to another adventure Murkmire.

...so to be continued, I guess.

Many of mine are re-makes of my Skyrim characters, who frequently got made into NPC's in my mods, or were explicitly built for that. So although they never can meet in ESO, they know each other from Skyrim. Some have been created in earlier games, too.

My Orc Blossom was first created in Oblivion, to take up the challenge of developing the worst starting stat in the game ( a female Orc's Personality) to the maximum. She was re-created for Daggerfall (I had to make a mod for that), and Morrowind, and Skyrim, and thus had to be an ESO character, too.

Unna Bear-Rider recreates an NPC from my first Oblivion mod, who likewise was played in the other games. The Bear Riders almost became a mod for Skyrim, too, but there were features I could never get to work. Minx was a Bethesda character in Oblivion, who got re-made in the other games. Cat Man Dhou tested my Khajiit Hearthfires mod for Skyrim. My Bosmer Wizwen lived in my Skyrim Bosmer Hearthfires mod's home. The latest Breton, Floozie De Fault, built the Skyrim Orc Hearthfires stronghold several times, and earned her spot in ESO that way. Taminwe the Altmer worked at the Red Dragon Club in one of my Oblivion mods.

So they've mostly met at least some of the others, but in Daggerfall, Morrowind, Oblivion, or Skyrim. The exception is Laurie Craft, who was created specifically for ESO crafting, and became a tank, instead.

I think I'll make a brother or sister for my Templar character. He or she will probably be estranged from the family and be a Necromancer and worshiper of Namira.

So I've mainly put thought into four of my characters;
1) Strikes-with-Arcane, "Arc", an Argonian vampire with, tl;dr, a pretty depressing past
2) Melina Elinia, a dunmer with a fairly standard upbringing for her culture
3) Maxine Cauline, a Breton who, sent to Pact lands in the years leading up to the Alliance War, defected to the Ebonheart Pact
4) Garrus Loridius, an Imperial knight who abandoned his kin as they turned to Daedric worship and the Alliance war broke out

Arc and Melina are old friends and more, though circumstance and general awkwardness due to their relationship history means they never really interact much in the long run. It's an old wound, and neither of them ever really resolve it. Maxine is taken under Arc's wing for a while, as he becomes something of an older brother figure to her, but eventually due to Arc's nature they split paths. Garrus, with no Empire to fight for now, finds purpose as a bounty hunter of sorts after months wandering Tamriel aimlessly. He and Arc start out as enemies due to their conflicting natures but eventually turn into rivals of sorts, though there's always the thought in both of their minds that they'll end up killing eachother in the end.

That's a pretty abridged version of it anyway, I've got much more of as cohesive story in mind I intend to write up at some point.

My band of Imperials, currently three strong, include a married couple and their friend who they encounterd fighting Maormer pirates in Auridon.

They are saving for a house in Craglorn.

Some of my characters are related, some are lovers, some are friends, some know but don't like each other, some are the progenitors of other ES characters of mine .

When I discovered that some folks named Hayn and Truiand happen to live in ESO's Kvatch - perhaps progenitors of Oblivion's IC guard captains Itius Hyn and Carmalo Truiand? - , I named my female Imperial Octavia Civello, imagining her to be a progenitor of Oblivion's Giovanni Civello. He deinitely inherited her eyes .

My templar Galen Atrox is a faithful recreation of my fifth Oblivion character and probably one of his forefathers... and
I would really love to recreate my Daggerfall main in ESO, but as he was an Ohmes-raht Khajiit, this isn't possible ;(.