Gamerfront brings news
about a Reddit user called notadoctoreither who has formatted, printed, and bound every text that appears in Oblivion.
We’re not talking about standard printer paper with a cardboard binding. No, he went all-out with some high-quality paper, and leather binding. The total cost of the project was roughly $130, and roughly a month’s worth of work. Half of that time was spent getting the text formatted for printing.
While he isn't making any more copies you can download the text already formatted and ready for you here
and follow the tutorial he used here
Thanks @DCDeacon and @Elderscrolls.