Board Thread:Lore Discussion/@comment-10555401-20130709164002/@comment-7153552-20130712161750

The Deadric Princes each have their own plane of Oblivion, which is the realm in whole. I think the Void is reserved for those souls that are taken in the name of Sithis, not so much for those who worship him, but they could end up there, too. As for Sovngarde, it could be a section of Aetherius much in the way that the Shivering Isles or the Hunting Grounds are planes of Oblivion.

In my head the overall realms are kind of like this:  You have the Void, then on either side of that you have Aetherius and Oblivion, and somewhere stuck in the middle is Nirn. I'm sure there's more that we aren't aware of, perhaps the Psijics know more about the goings ons of things.