Hello,

I am trying to get the Oblivion Walker Achievement. I have to do Waking Nightmare Quest, i did the quests a few weeks ago but Erandur just disappeared when he entered the Dungeon. I have no save game i can go back to. How can i fix this? I dont want to start all over

This is a known issue.
Basically, if you don't follow him into the chapel right away, he will leave you behind.
As you approach the altar, you will hear the machines and gears but you can't get in...

http://www.uesp.net/wiki/Skyrim:Waking_Nightmare

Bethesda, can you please fix this with a patch?