There are lots of screenies around-- people post them on different threads, especially in the http://www.gamesas.com/bgsforums/index.php?showforum=31 forum. I'm sure you can find many more by googling or by searching other forums.
To take a screenshot, the first thing you have to do is find and open your oblivion.ini file. By default, it should be in My Documents\My Games\Oblivion. Find the line that says "bAllowScreenShot=0" and change the 0 to a 1 (0 = no, 1 = yes). Then just press Print Scrn while you're in-game and it'll save a screenshot to your main Oblivion directory.
If you open up the console and type in "tm" first, it'll turn off all of the menus on screen, and if you type in "tfc" it'll release the camera from your character's viewpoint, so that you can move it around wherever you want (just use the direction keys and the camera will move instead of your character moving).
*edit* or... yeah..... you can just read the sticky that Qawsed linked to.....