After clearing out one of the many dungeons in Oblivion, you may wish to carry out more valuable loot, items, armor and weapons than your current level of Encumbrance will allow. If you're able to, you can cast spells that will temporarily raise the amount you can carry, but if that's not an option for you, a simple potion of feather can be very helpful in a pinch.

Clear out all the enemies, taking note of where all the highly valuable (and sometimes heavy) items you're going to want to carry out with you are. Next, load up as much as you can carry, and drink your feather potion. This will temporarily raise your Encumbrance. Now, quickly run around and grab the other items you want to take. Get outside the dungeon before your potion runs out, and fast-travel wherever you wish.

No matter how far away your destination is, you'll make it, along with all the stuff that you picked up. Travel to a merchant to sell it all, or travel to your home/hideout to stash it for later. When you arrive, you will be over-encumbered, so in order to move, you'll either have to drink another feather potion, or temporarily drop a few things.

I usually fast-travel just inside the gate to the Market District of the Imperial City, where I temporarily drop whatever I can't carry, then run right around the corner to the various shops. I sell everything I don't want to keep, then I return to the gate and pick up the things I dropped. It's a great way to make large sums of cash fairly quickly.