In The Elder Scrolls IV: Oblivion, you can buy spells from specialized spell merchants found in most major cities across Cyrodiil. These merchants are typically located in:

• Mages Guild chapters in cities such as Chorrol, Anvil, Bravil, Bruma, Cheydinhal, Leyawiin, and Skingrad.
• Great Chapels in various cities, which also sell spells.
• Magic shops like Edgar's Discount Spells and the Mystic Emporium in the Imperial City Market District.
• The Arcane University in the Imperial City, which offers a wide variety of spells, especially powerful ones after you advance your skills.
• Some unique locations such as M'raaj-Dar in the Dark Brotherhood , the shop "A Warlock's Luck" in Bravil, and Dunbarrow Cove (available with the Thieves Den DLC).

Each vendor may specialize in certain schools of magic (e.g., Conjuration, Restoration, Illusion), so visiting multiple vendors is often necessary to find all the spells you want. For example, Conjuration spells can be bought from vendors like Selene Duronia at the Great Chapel of Dibella in Anvil or from several Mages Guild members across cities

. Additionally, spells can sometimes be found as random loot or received as quest rewards, but buying from these merchants is the most reliable way to expand your spell collection. Once you complete certain quests and gain access to the Arcane University, you can also create custom spells using the spellmaking altar, provided you already know spells with the desired effects

. In summary, to buy spells in Oblivion:

• Visit Mages Guild halls in major cities.
• Check Great Chapels and magic shops.
• Explore the Arcane University in the Imperial City.
• Consider DLC locations like Dunbarrow Cove for additional vendors.

This network of merchants ensures you can find and purchase spells to suit your magical needs throughout the game world