English Default: \Documents and Settings\USER\Local Settings\Application Data\Oblivion
More generally: LOCALAPPDATA\Oblivion
Programmers can get the value of LOCALAPPDATA using the SHGetFolderPath API function. The registry should not be used the get the value of LOCALAPPDATA.
Users can open the folder by entering %USERPROFILE%\Local Settings\Application Data\Oblivion into Start>Run
Note that this is typically a hidden folder. In Explorer, use Tools: Folder Options: View: Hidden Files and Folders to reveal hidden folders.
Programmer-oriented data dump about the current GPU model, driver version and some important graphics settings in the game. The PC version of the game contains a lot of code to support different graphics hardware, and this dump tells a developer which parts of that internal code is currently being used for rendering.
Location determined by SLocalSavePath in Oblivion.ini, which is "Saves\" by default.
Note: There is also a bUseMyGamesDirectory setting in Oblivion.ini, changing this has an effect only if the value of PERSONAL has been changed from its default value.
autosave.ess: Your autosave file.
autosave.bak: Your immediately previous autosave file.
Presumably you could revert to this if the latest autosave is bad.