User blog comment:4. 1. 22. 5. M97/Rivalries: Dave and Madman97 on C0DA./@comment-98.67.158.138-20140225065019/@comment-25047024-20140227123943

The Imperial Battlespire is an example for a spaceship in TES.

"Visit to Aetherius occur even less frequently than to Oblivion, for the void is a long expanse and only the stars offer portal for aetherial travel, or the judicious use of magic. The expeditions of the Reman Dynasty and the Sun Birds of Alinor are the most famous attempts in our histories, and it is a cosmic irony that both of them were eventually dissolved for the same reason: the untenable expenditures required to reach magic by magicka. Their only legacy is the Royal Imperial Mananauts of the Elder Council and the great Orrery at Firsthold, whose spheres are made up of genuine celestial mineral gathered by travelers during the Merethic Era."

-PGE 3: The Magic of Aetherius

Proof that Spaceships and Sun Birds were used by the Altmer and Reman dynasty.

"Imperial subjugation of the lunar territories began as early Reman the First. His failed conquest of the Underworld (and its terrestrial consequences) ended in the loss of his mid-wife wives, and the only anodyne to his grief was a reckless void-eyed hubris. In 1E2757, he circumvented the bureaucracy of his own throne, including all county courtships and trans-provincial authorities, to make plans to colonize Tamriel’s twin moons. He commissioned the nachronachs of the Immaterial Harmonics Institute of Incongruitech and Extrinsic Travels to begin work on the first genegineered Megalomoth vessel-fortresses, “to reclaim all extramundic holdings and grant lands from the maddening nighttime tatters of Shezzar’s proof of Man’s provenance”.  -Tatterdemalion: The Lunar Province

Again, proof that there was a space program.

And lots of other evidence here: https://docs.google.com/document/d/1y_aITqJFRI3AW-dROPfKKyrA5fu0Hpppcf_kKd19Da4/edit?pli=1