Oblivion is in My Documents>My Games, so maybe Morrowind is there also. Vista may be your problem. I think Vista tends to hide saved games and you have to make changes for them to appear.
Quote:
"With Windows Vista, go into your main `Program Files' folder.
Once you are in the main `Program Files' folder (or main folder/drive) where you install your games, look at the top of the window, just below the top of your Browser, there is the Fat Blue Bar showing the main options catagories like `Organize', `Views', etc listed from left to right.
Now, at or toward the far right is an option called `Compatability Files'.
Click on that, and `bing bang boom, baby' that's where Vista is `hiding' a lot of stuff!
Now, if you look at the top of the window, you'll see the actual `address' of where this stuff actually is. It should read something like:
user>appdata>local>virtualstore. In other words, it's in your `user' file under the following sub folders"