In Oblivion during one of the main quests you are supposed to try and find the Amulet of Kings for Martin Septim. One of the Dawn guys takes all your gear while you're being 'initiated', then you have to steal a book. Well, turns out that no matter what you do they will know you stole the book. I killed everyone and walked out without my stuff and then wondered where my had gone. (I later backtracked and found that the guy who took my stuff fell down a side of a cliff/thing and I couldnt get close enough to search him) thank god I didnt have the auto save on.