I have Skyrim on PC, and it had the tendency to crash to desktop with no warning or error message, it was annoying to say the least, I found myself pressing the quicksave button every few minutes. It really liked to crash in outdoor environments the most, but on a few occasions it liked to crash during scripted events and also on waiting/sleeping and fast traveling.
Suffice to say I searched long and hard for a solution to this problem, and all the crash fixes I found did not work for me. Launching the game directly from the TESV.exe file and not through Steam made the crashes less frequent but they were still very much present, I can't get Steam achievements launching the game that way but I could care less about those.
Anyways the fix, most of the information I found seemed to point me in the direction of it being a 64 bit operating system issue. Allow me to explain, I run Windows 7 64bit as I bet many of you do, the .exe file that launches the game is optimized for 32 bit therefore it cannot utilize more than 2 gb of your system ram, I have 6 gb of ram and for some reason this can be a problem and cause instability.
So what I did was go here NTCore's Homepage and downloaded CFF Explorer, I actually already had it this same fix worked on Fallout 3 and New Vegas. Once installed, you can navigate to your Skyrim directory found in steam/steamapps/common/skyrim.
Once there here is what you do...
1. Make a backup of your TESV.eve file and put it in a safe place on your PC (IMPORTANT, THIS FIX MEANS YOU WILL BE MODIFYING YOUR GAME EXE FILE!)
2. Right click TESV.exe and select the option "Open with CFF Explorer"
3. Click "File Header" found on the right side drop down menu
4. That will open a new menu with more options in the large part of the screen, under the word "Meaning" in blue will be a box that says that "click here"
5. Click it
6. The window will open and have numerous options, check the box that says...
"App can handle > 2gb addressest"
7. Click OK
8. Now when you exit the program just make sure you say yes to changes made
After doing this and still launching the game from the now modified .exe file I have been able to play for numerous hours and not have a single crash.
Just wanted to share, if you need more detailed instructions let me know I will try to help you.