Officially announced games:

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Official teaser discussion:

Bethesda put out a teaser for "Bethesdaland" that included the following: Doom, Elder Scrolls, Dishonored, Prey, Quake Champions, Fallout, and two "Under Construction" zones. For the sake of discussion, let's assume these are all present at E3.

Elder Scrolls: Presumably this is The Elder Scrolls Online: Morrowind, The Elder Scrolls Legends (the card game), and/or the Skyrim Switch port.

Fallout: Bethesda has both Fallout 4 VR and Fallout Shelter they could talk about.

Quake Champions: This is an unreleased game that still has new modes and presumably more champions to unveil.

Prey: Um... Well it just released, so they could just show a recap trailer like they've done in the past for recently released games, or maybe announced DLC.

Dishonored: This would presumably be some kind of (standalone?) DLC?

Doom: Doom VR is a thing. id said an expansion DLC thingy wasn't off the table, but it didn't really sound like it was definitely coming either, so don't get too excited on that front.

Unannounced Game 1: Wolfenstein: The New Colossus was teased last year, so presumably it has to be ready to unveil by now. Given the title, presumably it features Anya heavily and follows the same storyline.

Anya's voice actor also mentioned she was doing voice recording for the game (which is how it originally leaked).

Unannounced game 2 discussion:

So there's a few options here that we should go through.

The Evil Within 2 is known to be in development via resumes (and seems to have some kind of online mode).
Bethesda (the publisher)'s job postings also imply they have a MOBA in development.

Battlecry has been making some kind of online game with narrative for a long time. There's Marvel imagery on their site, though they could also be doing some kind of online for Wolfenstein given some of their older job postings, hard to say. Those might have just been for Doom and the studio was really confused what "unannounced game" meant.

Bethesda Game Studios (the developer of Fallout/Elder Scrolls) has two new AAA projects (at least one with online) in development that are "a while" off, and a new mobile game that might be closer. [Update: One of these AAA games seems to be a freemium title.]

ZeniMax Online (TESO) is also making mobile games.

Escalation is working on VR games.

It's not impossible that Bethesda (the publisher) is working with an external developer on a project, even if most of their games are internally developed.