The Fifth Anniversary Edition is really nice I think. Although they should have put in some of the smaller DLCs, like Vile Lair and Horse Armor. It does come with a map though and some nice artwork inside the case. Recommendable purchase? Why, yes indeed
So yes, like others have said, the Oblivion Anniversary does exist. http://www.gamesas.com/topic/1351955-oblivion-5th-anniversary-edition/page__fromsearch__1