From my understanding, all Daedra Realms are inaccessible to mortals - unless there is a portal/gateway (Oblivion gates, the Strange Door), or by some extreme instance of intervention. There seem to be some Doors scattered across Nirn - perhaps where the barrier between Mundus and Oblivion is weakest? - but many of them have been destroyed or are inaccessible. It seems some great mages were able to accomplish the feat on their own.
The Psijics of Artaeum have a place they call The Dreaming Cave, where it is said one can enter into the Daedric realms and return. Iachesis, Sotha Sil, Nematigh, and many others have been recorded as using this means, but despite many entreaties to the Order, we were denied its use. Celarus, the leader of the Order, has told us it has been sealed off for the safety of all.
We had hopes of using the ruins of the Battlespire to access Oblivion. The Weir Gate still stands, though the old proving grounds of the Imperial Battlemages itself was shattered some years ago in Jagar Tharn's time. Sadly, after an exhaustive search through the detritus, we had to conclude that when it was destroyed, all access to the realms beyond, the Soul Cairn, the Shade Perilous, and the Havoc Wellhead, had been broken. It was probably for the good, but it frustrated our goal.
The reader may have heard of other Doors, and he may be assured we attempted to find them all.
Some are pure legend, or at any rate, not traceable based on the information left behind. There are references in lore to Marukh's Abyss, the Corryngton Mirror, the Mantellan Crux, the Crossroads, the Mouth, a riddle of an alchemical formula called Jacinth and Rising Sun, and many other places and objects that are said to be Doors, but we could not find.
Some exist, but cannot be entered safely. The whirlpool in the Abecean called the Maelstrom of Bal can make ships disappear, and may be a portal into Oblivion, but the trauma of riding its waters would surely slay any who tried. Likewise, we did not consider it worth the risk to leap from the Pillar of Thras, a thousand foot tall spiral of coral, though we witnessed the sacrifices the sloads made there. Some victims were killed by the fall, but some, indeed, seemed to vanish before being dashed on the rocks. Since the sload did not seem certain why some were taken and some died, we did not favor the odds of the plunge.
The simplest and most maddeningly complex way to go to Oblivion was simply to cease to be here, and begin to be there. Throughout history, there are examples of mages who seemed to travel to the realms beyond ours seemingly at will. Many of these voyagers are long dead, if they ever existed, but we were able to find one still living. In a tower off Zafirbel Bay on the island of Vvardenfell in the province of Morrowind there exists a very old, very reclusive wizard named Divayth Fyr.
- http://www.imperial-library.info/obbooks/doors_oblivion.shtml
The book goes on to detail the trip of Morian Zenas, a master of Conjuration, as he manages to enter and travel through several Daedric Princes' realms.