I know it's not possible to join the Thalmor in game, but what about a mod that would let you join/fight them? Kind of like with the Dark Brotherhood, except you wouldn't be able to completely destroy them, maybe just their embassy in Skyrim. So here's my proposal:
Overview: At any given point, you can go up to the gate guard at the Thalmor Embassy and ask him to join the thalmor if you want. Although the Thalmor are intent on proving that high elves are superior to the other races, they're not about to waste an opportunity. Otherwise, you could go back after completing the main storyline with the Blades and kill them all. If you wind up joining them, you will first be told to kill something(a troublesome bandit leader maybe) and then you will progressively get missions to weaken Skyrim. For example, you could destabilize the government in one of the holds and place it under Thalmor control and later you could force a Jarl to join you. You have the option of betraying the Thalmor anytime you want. As you do missions, you gradually become known as a Thalmor agent, which builds up the citizens fear/respect for you in some cities and hatred for you in others. For example, if you are a Thalmor agent, you could have a system like a low-level bounty in Windhelm where the guards would say that they knew you and could try to arrest you(though due to Thalmor string-pulling it would work like a normal bounty). Eventually, it could become a bit of a replacement for the civil war: you have to work as a Thalmor agent to destroy the Stormcloaks while at the same time making sure the Imperials suffer a large amount of casualties so that no one can stand in your way. They could also use your influence to gain a foothold in some of the other factions. (i. e. if you are the Harbinger of the Companions or the Archmage of the College of Winterhold they could use you to make those factions work for them.) If you do remain loyal, you may have a mission to eliminate the Blades(thus eliminating the need for the quest Diplomatic Immunity, instead leading into the capture and interrogation of Esbern) and later tying into the main quest by eliminating Alduin, as he is a threat to Thalmor domination. If the Thalmor control Skyrim you could also bypass Season Unending. The endgame of the Thalmor quests would result in the Thalmor controlling all of Skyrim either directly or through puppet rulers.
I know this would be a lot of work and I am willing to write all of the dialogue, but more importantly, I don't know how to download the Skyrim Creation Kit to do it myself, so if someone could tell me, it would be much appreciated.