i think my favourite unintentional comedy in oblivion is the fighters guild prisoner interrogation. the argonian sits there and goes "YOU'LL NOT GET ONE WORD OUT OF ME" and uses a magic ring to immolate himself.
this is shown by him lighting on fire, sitting completely still for three seconds, then ragdolling off the chair and saying "ooouugh."
and people tell me videogames can never be art.
if you try to pickpocket him both he and your fighters guild friend get mad and start yelling for the guard.