And other NPCs as well.

Calvus Horatius is a mercenary in Mournhold. Possibly the best follower in the game, you can equip him with just about anything, and change his equipment at will. With shopkeepers, you're limited to what they're willing to buy, and they aren't always reliable followers.
In the default game, however, Calvus can't follow you out of Mournhold. This is because the only ways out of Mournhold are scripted teleportation sequences. These apply only to the player.

There's a trick though. If you can manage to open a travel menu (such as when using a silt strider service) and also recall back to Calvus at the same time, you can bamboozle the game into making him follow you.
I got the idea from a bug in version 1 of Morrowind. You could right-click in a travel menu, which would close the dialogue window and let you move again, but the travel menu would still be available, letting you travel whenever you wanted, no matter where you were.

NOTES:
You can't get Calvus back INTO Mournhold. No travel services warp you to any part of Mournhold. If I'm wrong please let me know.
On a slower computer, you might not need to use hotkeys. You can use a recall potion from your inventory, close the menu, and activate the NPC before teleporting. This is less reliable though.

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