With my current character I have used the Oghma Infinium and have collected the remaining 14 artifacts (all but the Skeleton Key in a chest for verification) and still have not received the achievment yet? Is there a known issue with this, or am I just unlucky?

Any help would be appreciated.

Did you choose the Rueful Axe?

http://www.uesp.net/wiki/Skyrim:Oblivion_Walker