The Elder Scrolls Online: Morrowind Collector's Edition (physical) includes the following:

• Both The Elder Scrolls Online and The Elder Scrolls Online: Morrowind
• The Discovery Pack, including:
• • Exclusive Warden Costume
  • Dwarven War Dog Pet
  • Treasure Maps
  • Dwarven  Crown Crate 
  • Experience Scrolls
• Unique Digital Items:
• • Armored War Horse
  • Dwarven Spider Pet
  • Morag Tong Armor Converter
  • Collector's Edition Grey Bear for the Warden class
  • Unique Character Emotes
• Naryu's Journal art book 
• Dwarven Colossus Statue
• Map of Morrowind 
• Exclusive Game Case

You can find more information on ESO: Morrowind here.