On variety Oblivion wins with (from the wiki) 21 types of traps vs 17 for Skyrim
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I think Oblivion and Skyrim are about equal in trap quality.
You forgot about the Magical Traps.
Good point! I was just going by the traps listed on the wiki. It seems there are roughly the same number of types of traps in Oblivion and Skyrim.
And they are both weak -- too weak.
The only traps I recall dying from in TES IV were the dark welkynd stones and the fire turrets in the Deadlands.
Maybe you guys are playing with extremely high health/armor or low difficulty setting, but in Skyrim, playing on Master, I have personally died numerous times from...There are so many more different kinds of traps, different kinds of triggering mechanisms, better implementation in the level design, etc. Certainly, there is always room for improvement, but IMHO the Skyrim traps are a massive step up from Oblivion in every way possible.
http://www.uesp.net/wiki/Skyrim:Traps vs http://www.uesp.net/wiki/Oblivion:Dungeon_Traps/Damage_Inflictors
It also depends on the level. At lower levels the traps can certainly be more of a problem.
In my humble opinion the traps in Skyrim and Oblivion are roughly similar not big improvement and no step backward.
And the external links to the wiki are where I got my lists in post 20. More types of traps in Oblivion (21) than Skyrim (17), not including magical traps as pointed out by Badprenup.