Well, if an enemy detects you, they will follow you out a door, and the game engine will have them emerge at the same point that you did (because that's where you go to when you enter that cell.)
I don't generally experience being detected by enemies on another level though, assuming that my character has a reasonably high Sneak skill and isn't wearing iron boots. My stealthy characters are usually quite capable of sneaking right past enemies in shadowy areas, sometimes even when they're looking your general direction. In a dark area, like a cave, with a very sneaky character, you can often sneak up on someone who is facing you.
The first time my character Artemisia was in Cheydinhal, she found a guard outside of Aldos Othran's house. She asked him why he was there, and didn't like his answer. So she sneaked around behind him and http://img.photobucket.com/albums/v90/subrosa_florens/oblivion/Oblivion571.jpg. No one noticed, including the guard. It was at night, but she did not use chameleon or any other magic. Just pure sneak skill.
In dungeons, my characters have a bad habit of sneaking past enemies, and not even noticing they are there! Then they go back later and notice that they just walked past a rat! They have often walked right up to trolls and other critters, who were staring right at them, but never noticed them.