Hmm, yes they also get an overpowered amount of health on later levels now that you mention it.

Oblivion (Only one i have): Uhm...Wraiths?? Stupid *Beeps* They scare me with all that screeching.

Morrowind - cliff racers

Oblivion - goblins

Oblivion > Will-o-Wisps because i can never kill them. I always end up running away or sneaking past. Oh and dread zombies and the harder skeletons. Hit so hard and take so many hits.

Never played Arena or Daggerfall, so ...

Morrowind: Slaughterfish. An encounter with them with my first character left me too scared to ever enter any body of water until I hit like level 30. :ahhh: :bolt:

Oblivion: Zombies. They just creep me out. With the sounds ... ugh.

Morrowind, Im gonna have to say Slaughter fish, can't step in the water without having every single one within ten miles up your butt. For Oblivion Probably wolfs.

Arena: N/A haven't played it
Daggerfall: Scorpions
Morrowind: Cliff Racer, opps sorry.... those baracuda looking fish annoy me to no end!
Oblivion: willow wisp, not sure if that's what they are called.. the orb looking things.

Edit: somebody beated me to the slaughter fish, darn.

Forgot to add my own opinion...

Arena - skeletons, those things scared the crap out of me when they sneaked behind me
Daggerfall - i don't remember
Morrowind - excluding cliff racers -> liches
Oblivion - clannfears

TES1: too long since played, but some magic or frost wolves I think were annoyingly deadly.
TES2: anything paralyzing. Ghosts especially, since they beat you to death also. Werecreatures, since the disease was more creepy back then.
Nymphs were annoyingly pixelated.
BS: The immortal, or near immortal ones. Hircine's Hunt, you the Prey, immortal daedra the Hunter. One ghost and one scamp I think you couldn't kill?
TES3: Daedroth and the deadly poison spell. Anything that drained strenght. Cliff racers a bit, yeah.
TES4: Daedroth, clannfear, seducers and golden saints only because they look so bad compared to their previous versions. Any creature that survives 200-300 hits in the head (most of them on high levels?)

Morrowind: Greater bone walkers, due to their damage strength spells, really, any damage attribute spell is annoying but enemies with damage strength are the worst because they can potentially reduce your strength to the point where you can't carry your equipment, meaning that unless you have a restore strength spell or potion handy, you need to drop everything just to get to a shrine, to make matters worse, it seems like they're pretty much the favorite creature for necromancers to summon when they attack you. Also, slaughterfish, because whenever I step into the water, they WILL attack me, and usually in fairly large numbers. The cliche may be to hate cliffracers, but at least when they attack me its usually one at a time, and you get to fight them on land rather than in the water. And finally, spriggans, mainly because you need to kill them three times before they stay dead.
Oblivion: For Oblivion, I'd go with will-o-the-wisps, since they seem to have a tendency to become invisible when they move, and of course, any enemy that gains an insane amount of health due to level scaling, which seems to mean pretty much any enemy that doesn't have an upper level cap or get leveled out of existence at high levels.

I can't speak for Arena or Daggerfall as I never played the former, and while I did play Daggerfall, I can't recall any especially annoying enemy from it, I guess I didn't play it extensively enough, not to mention it's been a very long time since I played.

Morrowind: bonewalkers of all types and sizes, because of their stupid strength draining curse, and the breathing always scared the [censored] out of me .

Oblivion: hmmmm, the slaughter fish cause its attack maneuver makes it god in melee hehe .

P.S. cliff racers still make me want to gouge my eyes out because of their stupid KAKKAKAKAK sound and their stupid look on their face when they do it ARGGGGGGGGGGGGGGGGG..... :banghead: :banghead: :banghead: :banghead: but u siad no CR so

The most annoying creature in Morrowind gotta be Ascended Sleepers, why? because they look like giant overweight snails who mated with a ugly elefant! just puttin' it out there :poke:

Daggerfall- that first rat in privateers hold
Morrowind- spriggans
Oblivion- wraiths

LOL

Daggerfall: Random Tavern hokers
Morrowind: Greater Bonewalkers
Oblivion: Goblin Warlords, they were wankers.

Morrowind: That Dark brotherhood assassin from Tribunal, bastard kept killing me
Oblivion: Wolves, they keep attacking my horse when I'm riding around.

Dunno about the first two (Arena is much too old for my liking, and believe me when I say I don't usually care about dated graphics, and Daggerfall doesn't work on my PC), but in Morrowind it was Greater Bonewalkers. I can't really think of one for Oblivion, though... they were all as bad as each other...

For me, in Morrowind, they are the Baley Jones Pirate Archers added by the mod Liligue. They are brutal. Nothing worse than getting one's ass beat down to where you are looking at the skeleton's ankles as he is killing you. Even better to know that they can kill you in the much decried "God Mode"(my sister-in-law experimented and found out the hard way).

For general fauna, I'd go with the rats. Most of these things you can kill either at a distance, or on their own plane. But rats in Morrowind are sometimes in that distance where they are either too close or just out of reach when fighting them, which can be a bit annoying when first starting out. In Oblivion, they jump much higher I see, so they are still nasty.

Cliff Racers I don't mind. Gives you the common sense to look up occasionally.

Arena: Hell Hounds/Snow Hounds, all I say is loud magic projectile spam. Sometimes I got one-hit killed due to 5 or 6 fireballs stacking into one. Wtf.
Daggerfall: Scorpions. Grrrrr.
Morrowind: Greater Bonewalkers. They annoyed me so much that I normally just killed them off with the console when I was really high-level.
Oblivion: Willow Wisp, I don't think I've killed more than two or three, I normally avoid them. Annoying swamp gas

Here my idea:

Arena: So far, any humans that attack me. Cannot touch them without dieing.
Daggerfall: Were Creature and Vampire, because I can become them if not careful.
Morrowind: Look at Daggerfall. Also, Cliff Racer unless pacified with mod. Also Bonewalkers because they drain ya strength when contact.
Oblivion: ANY creature that have a LARGE amount of HP thanks to the stupid leveling scale.

Morrowind: Slaughterfish
OB: Will-o-wisp especially cause they turn invisible.

In Oblivion I'd have to say Will of the Wisps at low Levels and those stupid (censored) Goblin Warlords I hate those things with a passion.

The Adoring Fan is by far most annoying creature in Oblivion.

Arena = Rats
Daggerfall = Scorpions
Morrowind = Slaughterfish, Cliffracers, Greater Bonewalkers, and the Guards in Sadrith Mora.
Oblivion = Billies

He, for a second I thought you wrote "herpes". I was just like "How in-depth was Daggerfall?!?!"