I don't own Max so I'm unsure about the details. But if the NifScripts for Max are in any way similar to the ones for Blender, then there should be an import option to import .kf files along with armatures and meshes.
Reading you're possibly ripping content from other games makes me warn you though that if those have armatures at all, they're most likely not similar to Oblivion's, thus Oblivion animations won't work for these.
To get the Bethesda animations first you need to extract them from the meshes BSA (via BSA Commander or the tools from OBMM).
I recommend reading up the tutorials to specific points on the NifTools website: http://www.niftools.org