This got me thinking as to how there have been loads of threads in Oblivion General about things in Oblivion that seemed like the start of an idea that wasn't implemented or was implemented badly.
I'm hoping to see an expansion on these things...
Goblin Wars: We already know this was meant to be, so maybe in Skyrim there will be a proper implementation of this but maybe expanded on, perhaps bandit and guard wars between dungeons and guard outposts/cities.
Parchment and Quills: Seems like someone wanted to implement some sort of writing system, would be cool to be able to write in my own journal in-game and put notes on my map.
Destroyable Environment: Some planks and walls could be broken when walked on, I hope they expand on this to create areas that can be destroyed by the PC like in Dark Messiah.
Iron Forges: Some places had fully equiped Iron Forges, maybe they wanted to implement weapon customisation or something similar.
Can't think of any more things right now, but I remember seeing many lists of things that seemed like unfinished ideas that got left as just in-game junk and architecture and some resources in the CS that appeared to be unused by the game.