This is another “I never want to look this up again” blog post, maybe someone finds it useful.
My usecase: Automatically back up savegames through Dropbox, on the one hand as an actual backup, on the other to share it across computers. To do this on Windows, you need a junction link. In this case, I moved Skyrim’s Saves folder to a Dropbox folder, then created a junction link to point back at Skyrim’s folder. I don’t want to share the init files across computers – if you need that, just go a level higher.
C:\Users\joern>mklink /j "Documents\My Games\Skyrim\Saves" Dropbox\savegames\Skyrim\Saves