Helgen - A small village in the south of Skyrim. Destroyed by the dragon's attack.
Riverwood - A small village, north of Helgen.
Whiterun - A large hold, north of Riverwood.
Windhelm - Was once the capital of Skyrim, and is home to the Palace of Kings. Urlic Stormcloak is the Jarl here.
Winterhold - The house of the College of Winterhold. The city itself is mostly in ruins, aside from a few houses, an inn, one shop, and the Jarl's loghouse.
Iverstead - A small milling town on the westernmost part of the Rift, near Lake Geir.