Artists working on games produce concept art to work out designs for characters, architecture, enemy types, etc. This helps them create an artistic style while also working out other important facets of the game, such as whether a character design will work in the context of the story, before spending lots of time (and money) producing the final art and models. Some games include or use concept art in the final game. For example, The Elder Scrolls III: Morrowind, and IV: Oblivion, use concept art in their loading screens.
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