I just did some clean-up of my Oblivion files because they were a mess and I've lost (deleted!) KOTN. I can't find the disk it came on either, so I want to get it again, downloadable this time. I've been searching on the internet for the last hour for a site from which I can download it, but can't find anything that makes sense. I am willing to pay for it, if I could just find a site that has it.

You can buy http://www.amazon.com/The-Elder-Scrolls-IV-Knights-Pc/dp/B000JGU0VE/ref=sr_1_1?ie=UTF8&qid=1360902945&sr=8-1&keywords=knights+of+the+nine. If you're interested in a digital version I imagine your best bet would be Steam?

Steam only sells KotN in a bundle with GOTY edition, sou you'd need to purchase that to get KotN.

Yep, I was afraid that might be the case. Thanks for clarifying.