I loved how Skyrim came out and it is currently my 2nd favorite Elder Scrolls (Behind Daggerfall) mainly because of artifacts. A few that are in-game were dissapointment while missing a lot of old favorites that been in the series.
One Artifact that is in the game that was truly a dissapointment is the Skull of Corruption. This was one of my favorite staves to mess around with, specially in Oblivion. My only question is, did Bethesda not have enough time to make the scripts or is it impossible to make the scripts again? Another artifact I kinda was upset about was Keening. I am glad to see it has returned but I'm upset, and I bet people out there will agree, that Sunder didn't came back. When I first got Keening, I begun searching for Sunder because duel-wielding them was a big thing I wanted to do in Morrowind and was hoping to do it in Skyrim but sadly, it didn't seem to came through. By the way, How can you even wield Keening in Skyrim without Wraithguard? I never figured that one out.
As for missing artifacts; there isn't many that wasn't in Skyrim that I was hoping for. The main Artifact that I was hoping to return was Chrysamere. That was my all-time-favorite one of all of them. Used it in Arena, Daggerfall, and Morrowind. Wasn't in Oblivion, and I couldn't get any mods that adds it because I have Oblivion (And Skyrim) for Xbox (They don't work on my PC). I do understand why it didn't came back; it would've require a lot of scripting and work to do. I'm just a little upset that it didn't, I guess.
Well... These are the main Artifacts I was dissapointed over.
