Originally Posted by Kostaz 
The Oblivion realm looks nothing like the realms you visited in Oblivion. Anyone more informed on the lore willing to explain this without spoiling too much?
There are more than a dozen different planes of Oblivion. Most are ruled by a specific Daedric prince, but some are not.
In the game, Oblivion, we visited two different realms of Oblivion,
Mehrunes Dagon's Deadlands and
Sheogorath's Madhouse (The Shivering Isles).
Here is a list of the others
The
Soul Cairn, which is the realm the player visits in Dawnguard, is a different kind of plane of Oblivion, which is not ruled by a specific Daedra. There are a few more like this: