They came out as single discs. they weren't bundled. I'm gonna go Tweet Pete. Or somebody.
Nope.
The Knights of the Nine pack had KOTN, Horse Armor, Orrey, Wizards Tower, Thieves Den, Vile Lair, Mehunes Razor and Spell Tombs (Fighters Stronghold came long after and was download only) There were no separate release for each individual DLC.
For Fallout 3, O:A and Pitt were one disk, Broken Steel and Point lookout the other. No disc release for Mothership zeta.
Once again. They always make DLC discs and they were two separate expansion discs. http://www.gamestop.com/xbox-360/games/elder-scrolls-iv-oblivion-shivering-isles/67114
http://www.amazon.com/The-Elder-Scrolls-IV-Knights-Pc/dp/B000JGU0VE/ref=sr_1_1?ie=UTF8&qid=1338490035&sr=8-1
Even if KoTN came out only for PC it still came out as a DLC disc.
That was the collected pack of all the Oblivion DLC listed above and Shivering Isles was a full blown expansion, hence the separate disk.