I feel like I saw someplace on the edge of the map that looked like a future DLC entrance but that might just be wishful thinking
I'm not even sure if that's something Beth does or if they patch those structures in later, I don't usually play their RPGs until long after all the DLC is out
It's a mix of adding new locations and sometimes editing old ones.
Point Lookout added a boat that wasn't there.
Operation Anchorage edited an empty building I think.
Mothership Zeta edited the Alien Crash site (an easter egg) to start the DLC.
Dawnguard added a new location to trigger the DLC.
Dragonborn edited the Windhelm docks.
Shivering Isles added a new location.
Knights of the Nine edited the church in Anvil.
The smaller, less story based, DLC for Oblivion added brand new locations.
Most of New Vegas' edited places to trigger transport to the DLC, I think.
Chances are at least one of their DLC will edit an otherwise empty location to trigger a DLC.