I went into the Oblivion Gate outside Anvil and walked and ran for many miles, killing this and that but I seem to end up in a cul de sac. I can see the tower but the hills beside me are too steep to climb and the path comes to an end. What am I missing?

Thanks in advance.

Look for cave entrances; in this Oblivion world you have to go through some caves to work your way up to the top.

http://www.uesp.net/wiki/Oblivion:Random_Oblivion_World_7

Yes, this is the gate where you have to go through more than one cave system. You emerge from the first tunnel onto a path, and then have to enter a second tunnel further up.

Don't feel bad. Most people struggle with the Anvil Gate, you're not the first to post about it. I myself have gotten lost in that gate three or four times.

Thanks all, makes me feel better. I've just been through the first set of caves several times (The Scratch Paths entrance). Will now go and look for the next.

Don't forget to save just before you take the Sigil Stone so that you can reload if you don't like the stone you've been dealt!