I was wondering the same thing you were. It does not have anything to do with the Dark Brotherhood quests though. As far as I know it doesn't have anything to do with any quest line. As I looked through Prima's guide, this is the only thing it says about the cave:
" 37. Unmarked Cave: Three-level ...
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- Thu Jun 07, 2007 11:42 am
- Forum: The Elder Scrolls IV: Oblivion
- Topic: Unmarked Cave (spoiler)
- Replies: 3
- Views: 5144