The Thalmor frontal base in Skyrim is the Thalmor Embassy. This is where they hold the most amount of forces and documents. It has two building. One is a resting area and meeting hall. the other is where they keep all the documents and a holding cell for prisoners of war. Of course these two buildings can't hold many forces so there are camps around the Embassy as well.

Due to recent info, the Thalmor has discovered a strong force gathering against them. However, they don't know who and where. This new threat raised security around the Embassy.
The Emperor denies having any other forces in Skyrim.