http://aryeltech.com/gamers/elder-scrolls-iv-oblivion-expands-with-shivering-isles/
It seems Bethesda has a "full" expansion to follow up the Knight of the Nine download for Oblivion. I haven't downloaded Knight of the Nine, or the Vile Lair yet, as I'm waiting for some points for Christmas

but I really like how Bethesda is keeping Oblivion going with all of this extra content. It really goes to show you how you can still keep a game fresh by utilizing the XBL Marketplace. I wish more games would follow in their footsteps and add content to existing games. Personally, I'd rather have some new in-game content than a bunch of movies. Rockstar has promised GTA4 will be a keeper with downloadable content, so we'll see if more companies follow this model in the future.