User blog comment:BrooklynGuido42/Where do non nords go after death?/@comment-2086180-20120709024718

Daedra worshippers are claimed by whichever daedra they worship, taken to their plane of oblivion. Since races such as Khajiit and Dunmer have strong links to the daedra, I'd assume they are claimed by them. Argonians though... No idea.