Subvarieties of moduli spaces of sheaves via finite coverings

Given a finite unbranched covering of a nonsingular projective scheme we analyse the morphism between moduli spaces of sheaves induced by pullback. We have a closer look at cyclic coverings and, in particular, at canonical coverings of surfaces. Our main application is the construction of Lagrangian subvarieties of certain irreducible holomorphically symplectic manifolds that arise from moduli spaces of sheaves on K3 or abelian surfaces.