Where can I buy them and where can i find them?

gold nuggets are part of the random loot. as far as i know, you can't buy them

Do you need them because you're using the Midas Magic mod, by any chance? If so you can transform jewelry into gold nuggets using the Aurum Assimulator.

The tutorial dungeon has one gold nugget somewhere.

Almost all the mines contain ore deposits. Unfortunately, about 90% of the ore deposits are silver - not gold. Further, none of the ore deposits respawn (by the way, making them safe containers).

I once looked up all the mines and discovered that only about three of them contain gold deposits. It is a little tedious to look up each one, but if you're up for it, here is the link that will help: http://www.uesp.net/wiki/Oblivion:Mines

Typically, when this question gets asked, it is (as surmised by Pseron Wyrd) related to Midas Magic. If that is the case here, I defer to his comment above.

I think it is in the chest in the Natural Caverns, the one close to the Goblin Witch.

It think there are only a few mines with gold:

Desolate Mine, by Cheydinhal and quest related
Abandoned Mine, in the eastern part of the map, sort of south of Malada

There might be one more. It's in the Prima Official guide, but I don't have it with me at the moment. I might check later.

But gold nuggets can also be found in random loot.

And on the upper level (edit: I mean the upper level outside) of Fort Nomore (between Leyawiin and Bravil) there are some Gold Nuggets on top of an archway.

Well Lothran has a few in his house in Bruma and... oh, perhaps I shouldn′t have mentioned that :facepalm:

By the way, out of curiosity, why do you seem desperate to get them?

I come across gold nuggets quite regularly when playing Oblivion, but of course, if you want to find them, they're nowhere to be seen. Just typical. You wouldn't believe how hard I had to look for a lesser soul gem when I needed it for the Sheogorath Shrine.