I didn't think anyone else did this sort of thing. How awesome.
The first one I made a backstory for was my third character (I have 3), an Argonian thief/assassin named Umbrulus. It was only after I named him that I realised Umbrulus was a quite Imperial-sounding name, and well, I couldn't have any disparity, so he got a backstory. Umbrulus was sold to a wealthy family of Imperials when he was young by his parents. He worked for this family for years until he was about 20, then one night as he was cleaning the windows, he caught a glimpse of an assassin that had apparently been contracted to murder the family in their sleep. Umbrulus eventually caught up to the assassin, and led him through the back door to the main bedroom, where the assassin completed his job and thanked the boy. Umbrulus didn't know why he had been left alive, but he fled. When he happened upon a band of Stormcloaks, it became evident there was a bounty on his head for the family's murders, and he finally understood the assassin's motives. The Stormcloaks intended to turn him in, but they were ambushed by Imperial soldiers. Unfortunately, Umbrulus was unable to escape, and that was the beginning of the game proper, Umrulus having a fitting mutual hatred of Imperials and Stormcloaks, and expecting only the worst of people.
The other thing I find interesting though is how a character evolves almost independantly as you progress. My first character, a bulky male Orc specialising in Two-handed weapons (yeah he's a brute), was originally very non-committal in his dealings. But through the companions, he seemed to develop a sense of honour without me being aware of it, and I began playing him more honourably. In another incident, I slaughtered all the bandits in a camp, and stored some of my loot there so I could come back after storing what I could carry. When I got back, I found the place occupied by Imperials, and my Elven Warhammer evidently taken. This is what gave birth to my Sormcloak affiliation on this playthrough, which I found amusing seeing as I had previously not taken sides in this. Goes to show, don't f*** with an Orc's weapons.