If you installed the version of Oblivion that came with The Elder Scrolls Anthology does it need any of the official patches? Or are they included with the installation disks?

The more current games are fully officially patched.

Daggerfall is best played with the community patch. There is a Daggerfall installer out there that has this patch incorporated. There are links floating around Past Games to that download. Although you can apply them yourself if you want.