The Mages Guild in Oblivion is located in multiple cities across Cyrodiil, with a guild hall in almost every major city except Kvatch. Each city has its own Mages Guild hall where you can join the guild by speaking to the local guild leader. The main headquarters of the Mages Guild is the Arcane University, which is located in the Imperial City. Access to the Arcane University is granted only after you obtain letters of recommendation from the heads of the Mages Guild in the other major cities

. Here are some key locations of the Mages Guild halls in major cities:

• Arcane University in the Imperial City (main headquarters)
• Anvil
• Bravil
• Bruma
• Cheydinhal (west side of town, next to the Fighters Guild Hall)
• Chorrol
• Leyawiin
• Skingrad

To join the Mages Guild, speak to the guild leader in any of these city halls (except the Imperial City to start). After gaining recommendations from each city’s guild leader, you can then access the Arcane University in the Imperial City and speak with Raminus Polus to advance your rank and gain full membership benefits

. In summary, the Mages Guild is not just in one place but has halls in nearly every major city in Cyrodiil, with the Arcane University in the Imperial City as the central hub and headquarters