Actually you can find every save you have ever had through your explorer. Just look for the saved games directory for skyrim and bam there they all are. I have seen some people who believe they lost there old saves but that ia not the case, you just need to know where to look.
Edited for spelling.
Note: this is for pc version i'm not sure about console.
This, here is the good news Oblivion took backup of the autosave and quicksave file so a trip to \Documents\My Games\Oblivion\Saves\ and rename autosave.bak to autosave.ess would usualy solve the problem.
In skyrim they have one quicksave and three autosaves, all of them has backups.