Oblivion Walker

 is an achievement / trophy in. To obtain it, 15 Daedric artifacts must be collected. Note that due to updates, one need only to have possessed 15 Artifacts (not including the Skeleton Key). They don't all need to be in the inventory, or even in possession, one just needs to have finished the requisite quests and attained the items at some point. For example, one can read the Oghma Infinium without penalty.

There are 17 Daedric artifacts that can be obtained on one save file in Skyrim, but the Skeleton Key does not count toward this achievement / trophy.

Daedric Artifacts

 * Azura's Star (or the Black Star) from the quest The Black Star.
 * Dawnbreaker from the quest The Break of Dawn.
 * Ebony Blade from the quest The Whispering Door.
 * Ebony Mail from the quest Boethiah's Calling.
 * Mace of Molag Bal from the quest House of Horrors. It can only be obtained if the Dragonborn lets Logrolf the Willful go to the abandoned house in Markarth, and get trapped in the cage, instead of killing Logrolf himself.
 * Masque of Clavicus Vile from the quest A Daedra's Best Friend. It is only obtained if Barbas is spared.
 * Mehrunes' Razor from the quest Pieces of the Past. It is only obtained if Silus Vesuius is killed.
 * Oghma Infinium from the quest Discerning the Transmundane.
 * Ring of Hircine from the quest Ill Met By Moonlight. It is only obtained if Sinding is spared.
 * Ring of Namira from the quest The Taste of Death. It is only obtained if Eola is cooperated with.
 * Sanguine Rose from the quest A Night to Remember.
 * Savior's Hide from the quest Ill Met By Moonlight. It is only obtained if Sinding is killed.
 * Skull of Corruption from the quest Waking Nightmare. It is only obtained if Erandur is killed.
 * Spellbreaker from the quest The Only Cure.
 * Volendrung from the quest The Cursed Tribe. It is only obtained if the Dragonborn does not attack any of the Orcs in Largashbur (unless out of self-defense).
 * Wabbajack from the quest The Mind of Madness.

Missable Daedric Artifacts
There are 6 Daedric artifacts that could be accidentally passed up on:
 * Masque of Clavicus Vile from the quest A Daedra's Best Friend. It is only obtained if you decided to let Barbas live.
 * Mehrunes' Razor from the quest Pieces of the Past. It is only obtained if Silus Vesuius is killed.
 * Skull of Corruption from the quest Waking Nightmare. It is only obtained if Erandur is killed.
 * Ring of Namira from the quest The Taste of Death. It is only obtained if Eola is cooperated with.
 * Volendrung from the quest The Cursed Tribe. It is only obtained if the Dragonborn does not attack any of the Orcs in Largashbur (unless out of self-defense).
 * Mace of Molag Bal from the quest House of Horrors. It can only be obtained if the Dragonborn obeys Molag Bal and lets Logrolf the Willful go to Markarth, and get trapped by Molag Bal, instead of straight out killing him.

Exploits

 * The Masque of Clavicus Vile, as well as any other type of apparel, can be duplicated using the mannequin duplication exploit. However, these do not count towards the oblivion walker achievement due to the achievement requiring 15 different daedric artifacts.

Bugs

 * Some players fail to receive the achievement after collecting 15 valid daedric artifacts (as in, artifacts that count towards attaining the achievement, such as the Masque of Clavicus Vile). If Ring of Hircine was obtained instead of Savior's Hide during "Ill Met By Moonlight", the achievement might unlock if the player returns to Bloated Man's Grotto and kills Sinding. At which point Hircine should appear and award the 16th artifact - Savior's Hide. No other fix or workaround is known as of patch 1.9.