While looking for something else I stumbled across this;

http://brettsaltzer.com/oblivion/info.html

Looked interesting so I downloaded the 0.95 manual version and the 0.95 to 0.95c Patch (about 3 hours on my slowpoke DSL for the whole smash.) Fired it up and started a new game, works as advertised so far, new and different critters wandering around. But on exit it always produces the error message. So I opened in CS to take a look, 16 zillion (give or take a few billion, I didn't actually count) missing this and that messages. The main zip contains \data\meshes, \data\sound, \data\textures, and the ESP file, plus docs. The patch contains one ESP file to overwrite the original. So assembly was as simple as any other mod, I left nothing out that was included and I've been using computers long enough that I don't make m!$t@k3$ in file or folder structure, ergo something in the ESP file is referencing meshes and scripts which are not included.

What I'm wondering is if all the missing items, references, scripts and so on are a known issue, or is one of these downloads screwed up? Aside from the 7z inside the ZIP there's nothing unusual about the files, no download manager involved and 7zip opens them happily with no corruption complaints.