Oblivion takes place in the fictional province of Cyrodiil and the story focuses on the player’s character as they try to thwart the Mythic Dawn cult that plans to open portal g

For those that don’t know, The Elder Scrolls: IV Oblivion is set in Cyrodiil, which borders Skyrim, the setting of The Elder Scrolls V: Skyrim. Hence why you can see The Throat of the World at the edge of the Oblivion Remastered map, assuming you can climb high enough.