October 22, 2015 12:08 AM EDT
This is definitely an interesting topic. I've had a few particularly memorable endings, though none of them were actually intended to be ends. When I stop playing a character, I just leave it at the last save, because I can't think of anything that drives me to continue (such as a questline). At that point, I always headcanon an ending for them.
One of my earliest characters was an Argonian shieldmage, ex-bodyguard (technically a slave) to a now-deceased minor Telvanni. He immigrated to Skyrim and went through the College questline, along with some other adventures. After a period of scholarly adventure in Skyrim, his last save was him at his home in Vlindrel Hall with his wife Shahvee, freshly returned with a pack of Dwemer artifacts. The people of Markarth didn't really trust him much, but he mostly stayed holed up in his home and didn't do any harm. He lived there happily for the rest of his days, an enigmatic tinker peacefully pondering the mysteries of Dwemer tech.
A far darker character I played was the son of a Solitude thane (Nord), abused as a kid and later disowned for some petty crimes. Convinced of his own evilness and in denial about his situation, he looked for some way to live up to how rotten he had always been told he was. A series of events led him through the Dark Brotherhood storyline, where he found some level of acceptance by faking enjoying murder. It continued to the point he started to become numb to it, until he ended up killing the Emperor to keep his "friends" happy with him; he didn't return after doing the deed, emotionally damaged by the Emperor's last words, sickened by himself, and wishing he could go back in time. He returned to Heljarchen, where he had been building a manor in hopes of one day settling down, and that was his last save. He took his own life, alone in the half-decorated manor, overcome with guilt.
A more recent character was a Redguard psychobitch masked vigilante: she used a crossbow and the human form Mist Form glitch as a supernatural power (on the off chance, kudos to anyone who knows the character she's based on). She spent her days viciously killing vampires, and other "acceptable targets". She also enjoyed doing what she could to screw over the Daedric Princes, including: killing Sinding in his cell, infiltrating and slaying Namira's cult, getting Barbas to ditch Vile and go on adventures instead, and more. She had just attacked the Companions in the night, killing all the non-essential members, and after being chased by guards to Riverwood, saved to pick up later. I haven't yet returned, so in my mind she was captured by the guards and unmasked; Jarl Balgruf now forces her to work for him, so she is stuck paying for her crimes with Farengar always ready to electrocute her if she tries anything.
EDIT: ...Didn't intend for this to be so long...