I have all the Deadric artifacts on the list in my inventory right now (except the key and the Ring of Hircine) but it won't give me the Oblivion Walker achievement I have checked on numerous websites to make sure I have all the artifacts but I still haven't been given the achievement. Is anyone else having this problem?

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

Most obvious question.
A Daedra's Best Friend: Axe or Helmet?

I swapped the axe for the helmet. I checked all the lists and I do have everything it says I need to get the achievement but it doesn't seem to want to give it to me I also got the Skull of Corruption, Ring of Namira and Mehrunes' Razor