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For example, I get a quest to kill a dungeon boss, but I already killed him before accepting the quest.

I believe there were some problems like this in Skyrim, but I'm not completely sure about Oblivion.

None (Bosses) that I can think of right now except maybe Umbra (someone said they sold the sword before starting the related quest, but I don't know if that actually prevents completing the quest, or if you can actually get rid of the sword). Most quest dungeons of that type are locked until the quest starts, or the quest will activate when you kill the Boss (e.g. killing Bjalfi and getting Rockshatter.) You can loot Ameleon's tomb and sell the items before the quest, but the quest gives you an option to pay gold. Where you can get into quest trouble is if you murder a master skill trainer. Several are at camps out in the wilderness and resemble bandits. You can look up the list of trainers to find out who and where they are. Goblin Trouble is another quest where you might be able to kill the quest by murdering the innocents in their camp. And murdering the Countess of Leyawiin could prevent a couple of quests. I don't know if she is marked as Essential/Immortal before her quests are completed.

Skill trainers and some others sometimes get killed by bandits/animals or fall to their deaths when you are not around, so if that happens or if you murder any of them you will have trouble training, buying a house, etc.

If you kill Lucian Lechance for wakeing you up you will stop the whole Dark Brotherhood quest line, but like the others, that is aberrent behavior on the player's part.

Fanacas is one to watch out for. If you don't grab the Ayleid Statue on your first time through, you'll be locked out forever.

Chicken Slayer wrote:And murdering the Countess of Leyawiin could prevent a couple of quests. I don't know if she is marked as Essential/Immortal before her quests are completed.

She loses her essential status after her Thieves Guild quest, so it's usually better to do her Daedric quest first.

Miscarcand, the ruin within view of the road between Skingrad and Anvil, has an item important to the Main Quest. There's a problem that happens if you acquire that item earlier than expected, so the best option is to wait for that particular MQ mission mentioning Miscarcand before you venture in.

don't enter the Ancestor Moth place before you get the Thieves Guild quest for it, or you can't finish the quest line.

Enter or take the quest item? Which breaks the quest?

Miscarcand, you break it by taking the item. Ancestors Moth temple, you break by entering the interior.

Dark Spark wrote:Ancestors Moth temple, you break by entering the interior.

In fact, going anywhere near this place before the quest can cause some weird bugs. Stay away from that part of the Jeralls if you can.

It's a bit hard to get Azura's star, Alessia's Stone, Frostwyrm bow, and the statue from Fanacas if you don't go up to that area. The dead guy behind the rock disappearing is the only bug I've seen from going up there.

The dead guy at Dive Rock is an unrelated bug. I think it's fine as long as you stay away from the actual cells that the Temple is in, which is pretty easy to do.