So far, there's only the official expansion The Shivering Isles (Sheogorath) and those hellish random Oblivion portal worlds (Mehrunes Dagon) that you go into during the Oblivion Main Quest!

Now what I'm looking for is if there's any mods that adds the other 14 Worlds that are ruled by the other 14 Daedric princes, like the worlds ruled by Azura, Hircine, Mephalia, for example! One can only go thru the Shivering Isles so many times or close so many Oblivion gates til they grow tired of it! SO I'm looking for the other realms to truely go exploring thru!

That is indeed a good and interesting idea, but the mods that add a daedric realm should be well thought through and should have a very good team. I wouldn't want a half-made dissapointing whole new realm with empty worldspace and no voice acting =D Wouldn't be immersive. But that all means it's a very big project =)

Actually you can visit two of the other Daedric prince's realms in Oblivion. You can compete in the Tournament of Ten Bloods in Boethiah's realm of Attribution's Share during his Deadric shrine quest, and rescue the lost souls of some of his worshippers in the realm of Peryite's Pits during Peryite's Daedric shrine quest.

Unfortunately, Bethesda was really lazy and just reused the same graphics and daedra as all the other oblivion gates to make these realms, lore be damned. Although at least Boethiah's realm had a really cool looking gigantic statue of him surrounded by billowing smoke on an island in the distance. Surrounded by lava, of course.

Integration has two small excursions into different realms:

Mephala's: Basically a copy of a mod location with different NPCs... anything else would be spoilery

An Odered Dagon's Deadland. Basically what it'd look like if Jyggallag and Dagon had a child realm.

There's that one mod... Children of erorken or something like that which makes a small excursion into Azura's realm

Dang, now I really wish Integration wasn't dependent upon Race Balancing Project so I could use it.