The music for some of the videos for The Sims also uses music from Command & Conquer Generals (mostly GLA tunes).
Such as...
http://www.youtube.com/watch?v=NaFyGIXvUWQ - Eg. Original theme from CNC Generals: http://www.youtube.com/watch?v=OSlxBq1KLPk
http://www.youtube.com/watch?v=72JFv-XhyPc
http://www.youtube.com/watch?v=0pxWqdkXmRk (after 0:20 where the French-like music fades out)
I believe the composed music (such as oblivion's theme song) is copyrighted and licensed under their respective owners, whether it would be the music artist or the game company that had that artist create the music. In this case, a person using the music would need direct consent from the license owner, and it would not be found generally in some generic sound libraries. Any company found using the music would be held highly suspect of theft if they didn't have such consent. Generic sounds though can be found easily in many places in generic libraries.
EA owns both of these game titles, so I'm sot surprised the music used is the same/similar. But if I heard oblivion's or morrowind's theme music used in a game, I'd be crying foul pretty quickly, haha. I don't see Zenimax allowing another company to use it's theme music or even in game music as they absolutely distinguish the game. I mean when you hear morrowind's theme music there is no question what you are hearing and think of.