Dibella's Watch adds an entire new continent to Oblivion. It comes complete with a major city, castles, towns, villages, farms, monasteries and all the good stuff that makes up a Medieval landscape. There's also fighting to be had and quests to be made!
The road system of Dibella's Watch is lacks. The roads are in reality nothing more than paths crossing the continent, and in some areas, there is no road system in place at all. This is intended, of course, to reflect how real medieval roads and tracks might have functioned and looked.