The 4th installment in the main Elder Scrolls series was released in 2006.
Main Quest
Oblivion’s main quest centers around the death of Emperor Uriel Septim, an invasion by the Daedric Prince Mehrunes Dagon, and the work of the Blades, the Emperor’s illegitimate son Martin Septim, and an insignificant prisoner (that’s you) to save the world.
TES4 Oblivion: Deliver the Amulet - After handing the Amulet of Kings off to the Blades, the player is told to head to Kvatch to secure the Emperor's last living son
TES4 Oblivion: Weynon Priory - After rescuing Kvatch, the player and Martin arrive at Weynon priory, and then leave for Cloud Ruler Temple
TES4 Oblivion: Dagon Shrine - The player infiltrates the Mythic Dawn and Martin figures out how to stop the Oblivion Crisis
TES4 Oblivion: Blood of the Daedra - Step one in stopping the Oblivion Crisis: obtaining a Daedric artifact
TES4 Oblivion: Allies for Bruma (Optional) - Helping all the other Counts and Countesses so that they'll help Bruma if it is invaded again
TES4 Oblivion: Blood of the Divines - Part two of stopping the Oblivion Crisis: obtaining Tiber Septim's armor from Sancre Tor
TES4 Oblivion: The Defense of Bruma - Part four of the plan: letting Mehrunes Dagon open a Great Gate in Bruma, so that the player can steal a Great Sigil Stone
TES4 Oblivion: Light the Dragonfires - The player arrives in the Imperial City to crown Martin as the new Emperor, but is interrupted by an attack from Mehrunes Dagon
TES4 Knights of the Nine: Attack on Chapel of Anvil - The player arrives in Anvil and finds its chapel desecrated by an ancient evil
TES4 Knights of the Nine: The Pilgrimage - Praying at each of the shrines to the Divines and receiving a vision from Pelinal
TES4 Knights of the Nine: The Priory of the Nine – Run the Gauntlet - Defeating the ghosts of the Knights of the Nine to recover the Cuirass of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – Nature’s Fury - Recovering the Boots of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – The Path of the Righteous - Recovering the Mace of the Crusader and fighting off the Aurorans
Knights of the Nine
In Knights of the Nine, released in November 2006, has the player reassembling the armor of the legendary Pelinal and fighting his ancient arch-nemesis, Umaril. It is notable for greatly expanding the lore of ancient Cyrodiil and the Eight Divines.
The player is named Liann in this transcript, and is a female Bosmer.
TES4 Oblivion: Light the Dragonfires - The player arrives in the Imperial City to crown Martin as the new Emperor, but is interrupted by an attack from Mehrunes Dagon
TES4 Knights of the Nine: Attack on Chapel of Anvil - The player arrives in Anvil and finds its chapel desecrated by an ancient evil
TES4 Knights of the Nine: The Pilgrimage - Praying at each of the shrines to the Divines and receiving a vision from Pelinal
TES4 Knights of the Nine: The Priory of the Nine – Run the Gauntlet - Defeating the ghosts of the Knights of the Nine to recover the Cuirass of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – Nature’s Fury - Recovering the Boots of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – The Path of the Righteous - Recovering the Mace of the Crusader and fighting off the Aurorans
TES4 Knights of the Nine: The Priory of the Nine – Wisdom of the Ages - Recovering the Shield of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – Stendarr’s Mercy - Recovering the Shield of the Crusader
TES4 Knights of the Nine: The Priory of the Nine – The Faithful Squire - Obtaining the Greaves of the Crusader and learning the story of Sir Berich
TES4 Knights of the Nine: The Priory of the Nine – The Sword of the Crusader - Recovering the Sword of the Crusader from the body of its corrupted guardian
Shivering Isles
In Knights of the Nine, released in March 2007, Shivering Isles introduces us to the Daedric Prince Sheogorath and his realm, the titular Shivering Isles.
The player is named Liann in this transcript, and is a female Bosmer.
TES4 Shivering Isles: A Door in Niben Bay - A mysterious portal to the realm of Sheogorath has opened in the Niben
TES4 Shivering Isles: Through the Fringe of Madness - The player gains access to the Shivering Isles by defeating the Gatekeeper
TES4 Shivering Isles: New Sheoth - Sheogorath tells the player about the impending doom they've got to stop
TES4 Shivering Isles: A Better Mousetrap - Reactivating the halls of Xedilian and torturing some adventurers
TES4 Shivering Isles: The Lady of Paranoia - Helping the Duchess of Dementia track down a conspiracy
TES4 Shivering Isles: The Cold Fire of Agnon - The player learns more about the Greymarch and the Golden Saint/Dark Seducer conflict, and relights the Great Torch of New Sheoth
TES4 Shivering Isles: Ritual of Accession - The Greymarch is in full swing and the player must become a Duke or Duchess to fend it off
