Easter Eggs (Oblivion)

Easter eggs are generally pop culture references and other fun topics the developers place into the game for players to find, and of which don't have any large direct impact on the game's progression.

Elvis Presley
The in-game items, Blue Suede Shoes, are a reference to Elvis Presley.

Jack be Nimble
The Thieves Guild quest Boots of Springheel Jak has multiple references to the children's story Spring-Heeled Jack, in the quest you ask Jakben Earl of Imbel's House of his boots, his name referring to "Jack be Nimble". The fact that he is a vampire further references to "Jack the Ripper", a serial killer. Although it's more possible to be leaning towards the Children's story.

Little Shop of Horrors
The Diary that is stolen during the quest, May the Best Thief Win, is an allusion to the movie, Little Shop of Horrors.

Lord of the Rings
In the Toddtest hidden area of Oblivion, there is a Character there called Boromir. This is a reference to one of the characters in Lord of the Rings, played by Sean Bean, who is also the voice of Martin Septim.

A character mentioned in the Macabre Manifest is Oford Gabings. Oford Gabings is actually an anagram of Frodo Baggins, from Lord of the Rings. The items that he was carrying are those he is known to have carried throughout the series, depicted as follows:
 * 1) Travel Cloak with Silver and Green Leaf Fastener (A reference to the presents from the Elves of Llothlorien)
 * 2) Enchanted Shortsword with Inlaid Writing (Sting)
 * 3) Gold Ring with Inscription (Cursed?) (Sauron's Ring).
 * 4) Leather Bound Travel Journal (Bilbo Baggins' Journal, There and Back Again)

Marie Antionette
In Cheydinhal, in the Dark Brotherhood sanctuary, there is a character known as Antionette Maria, an obvious allusion to the historical figure. (See Here)

Pokemon
Onyx Cavern - a Medium-sized cave in Oblivion, is a reference to Onyx, one of the Pokemon.

The Elder Scrolls: Arena
The posters for The Arena, in the Imperial City, are a reference to the box art of the first Elder Scrolls game. Furthermore, the Arena Bloodworks contains multiple references to Gaiden Shinji, who is mentioned frequently throughout the first game.

The Elder Scrolls II: Daggerfall
The Warp in the West contains a reference to the final quest in The Elder Scrolls II: Daggerfall, where there was multiple possible endings.

The Elder Scrolls III: Morrowind
There are a number of references to The Elder Scrolls III: Morrowind. For instance, in the town of Cheydinhal, several Dunmer reside there, and will freely tell you that they left Morrowind due to the events that caused the demise of the Tribunal. Seed-Neeus, in Chorrol, is designed to be a fleeting reference to Seyda Neen, the starting town in this game. Furthermore, there is references to Saint Jiub, the prisoner whom is the first character you meet in the game.

Unopenable Door
In the Leyawiin Gate, on a large island unconnected to the other section of the Realm, there is a door that cannot be opened.

Fallout
Oblivion is actually referenced in Fallout 3 on a pole that reads TES-4.