Did they say anything about whether there would be loading walls in outdoor environments (like the cities in Oblivion) again?
Its not possible given the limitation of current console generation.
It is possible as long as your engine is suitable for it. And Skyrim ain't The Witcher 2 in terms of graphics, so I'd expect better from them.
Oblivion even had trouble loading exterior cells on the fly, making horse-riding a total chore (as if it wasn't already useless enough). And to look at something that handled this better, there's Two Worlds 2. Or even Gothic 3 (although that was plagued with problems everywhere else).
If they really still have all the cities walled in, then I'm starting to think they don't actually have a new engine. Zenimax bought out Gamebryo after its developer went under, they updated it a little and renamed it to something else. And even if that ain't true, what's the point of a new engine if you're going to do all the same fuck ups as before?
Yeah, I haven't read much about Skyrim, but I clearly remember one of the interviews/articles stating that cities will have their own worldspaces.
I'm kinda ambivalent on the issue, actually. Separate worldspaced does mean they can make the cities larger on the inside without taking up too much space on the "true" world map. Towns in games are always so pitifully small. A smithy, two inns and one general store in the whole capital? Quite the metropole indeed.
So yeah, that's a break from "realism" I would willingly make to have cities that actually look something like large settlements, if not quite town-like.
That ain't the reason for seperate maps at all. Oblivion's cities were the same size on the inside as they were on the outside. They do this for performance reasons.