I read one of the in-game books that said that Nightingales go around killing thieves who have crossed the line. So, y'know, masked guys going around killing evil thieves and striking fear in the heart of their enemies.

Sounds like Batman. Or possibly Rorsach because they kill the thieves.

So yeah, the Dragonborn goes to all those bandit hidey-holes in the game, and opens up a can of anti-hero kickass in the name of justice and Nocturnal.

Bonus points for Dwemer gadgetry, some manner of sidekick/ally (Karliah, maybe?), and Illusion magic because Illusion magic is a scary motherfucker.