Hey here's another proof: the Skyrim exe is almost twice the size of Oblivion's! Jokes aside, there's so much going on under the hood I can't really understand how Oblivion might be considered deeper than Skyrim.
Well, I'm not sure this is the best criterion to judge the depth of the game. Besides, the full install for Skyrim is a mere 3.7GB for the 360, compared to 6.7GB for Oblivion. Much of that is due to superior compression techniques, but it still is an interesting point of comparison. Again, for me personally the issue isn't really if Skyrim is deeper or better. It is supposed to be. It leverages Oblivion's code, as well as FO3, NV, and techniques from competitors such as DA, Dark Souls, etc. The question is if it is 5 years deeper/better.
For all the hateration that Oblivion receives, it was a fairly substantial bar for Bethesda to beat, and they succeeded and several fronts. However, Oblivion is what many developers refer to as a "programmers albatross." I knew they had their work cut out for them. Oblivion is dated, flawed, but still a very good game 5 years later.