I think you should be able to build, takeover, or buy a sanctuary (like the Dark Brotherhood or Thieves Guild) where you could set up a Harem. You could capture female enemies (Foresworn) and bring them there to live, or do favors for female NPCs in town in turn for their loyalty. You could outfit them as you wish. Some would belly dance in the background, some would bring you food or drinks, some would engage you in conversation. Another aspect would be that "enemy" forces would randomly attack your sanctuary and take some girls hostage. You'd have to go and rescue them...of course they would be grateful.