So I've beat the main storyline and such and am now going back to get all the trophies, but in regards to the oblivion walker quest I had already completed it except that I chose to let the guy live because i saw the stats on Mehrunes Razor and didn't need it. In my quest log it reflects as a daedric quest completed, but I am worried that its not going to count since I didn't actually get the razor rebuilt. Am I screwed on this quest or did it still count since it reflects as a daedric quest completed?

To the best of my knowledge you need to have Daedric artifacts in hand for it to work. By in-hand I mean in your possession.

It may or may not work if they're home in a box, but I'm fairly sure that the quest doesn't work, you need to have the item.

You need to complete 15 out of 16 of the daedric quests with the associated named artifact to get the achievement. So, no you are not screwed by not getting the dagger, but you must complete the others. The following are the quests that have alternative options that may mess up getting the achievement:

Azura: Azura's Star (Note: the black version may not count)
Boethiah: Ebony Mail (Note: you must kill a follower at her altar... maybe pick a dark brotherhood initiate if you don't want to loose your named follower options)
Clavicus Vile: Masque of Clavicus Vile (Note: the axe will not count)
Hircine: Savior's Hide (Note: the ring will not count)
Mehrunes Dagon: Mehrune's Razor (Note: allowing the quest giver to live will result in no razor)
Vaemina: Skull of Corruption (Note: Allowing Erandur to finish the cleansing ritual will result in no artifact)

Hope that helps and good luck.

Edit: I forgot one... and I may have forgotten a few others with choices that will result in no artifact. General rule: You want the path that gives you the specific deadric prince's item of power. The are several with evil choices to make to get the artifact, so if you are playing a good character this will not be the achievement for you. Always can just make a character just to get the achievements, then delete it or something.