Oblivion - Where to find the unbreakable Skeleton Key Lockpick

Lockpicking in Oblivion can be a bit of a hassle, and while spamming the "Auto" pick option and save-scumming can work, it can also be a drain on your gold to refill your stash of picks. Luckily, if you want to avoid all the hassle, there is an unbreakable lockpick - the Skeleton Key - that you can earn from completing a small quest. This guide will tell you how to begin the quest and the quickest way to finish it and gain that key!

Note: Your character will have to be at least level 10 to begin this quest!

Head to Nocturnal's Shrine, located northeast of Leyawaiin, just off the road. 

Once you arrive, speak to the shrine to find out that thieves have stolen her eye, and she requests your aid in reclaiming it. If you want to go about the quest normally, find the thieves by asking around in Leyawiin; otherwise, you can just head straight to where the eye is at and skip all of that.

Nocturnal's Eye can be found in Tidewater Cave, located along the coast to the Southeast of Leyawinn. The surrounding area, in addition to inside the cave, is home to trolls, so be careful.

The cave is rather short, but to find the eye, go straight after entering, taking the first left. Take that path straight until you reach a T-intersection and go left, and then an immediate left again. You will briefly go underwater, but the eye will be floating there above a treasure chest. 

With the eye reclaimed, leave the cave and fast travel back to the Nocturnal Shrine. Speak with it once more to be rewarded with the Skeleton Key—the unbreakable lockpick!