For Nords, if they died in honorable death, they will spent their afterlife in Sovngarde. And for werewolves their souls will be claimed by Hircine for his Hunting Ground. Even captured souls in soul gem will be kept in Soul Cairn…
…but what about others? Also what about killed animals or falmer? Is it possible to list down all the possible afterlife destination for TES lore?
EDIT : To make answering this LORE question easier I added a non-speculation question.
Best Answer
The possible places one's soul will go to in the afterlife are:
stuck on Nirn for various reasons (as a ghost, guardian, etc.)
in the Soul Cairn (if one is soul trapped in a Black Soul Gem before being killed or was deceived in a deal by the Ideal Masters)
soul gets recycled in the Dreamsleeve
From http://www.reddit.com/r/teslore/comments/n4o42/how_do_souls_and_the_afterlife_work_in_tes/:
From http://www.reddit.com/r/teslore/comments/17y1mv/if_nordic_warriors_go_to_sovngarde_after_death/:
From http://www.uesp.net/wiki/Morrowind:Ancestors_and_the_Dunmer :
But what happens to a true Nord werewolf who pledged himself to Nocturnal as a Nightingale, but then died valiantly in battle? Who will claim his soul, Shor, Hircine or Nocturnal?