In Oblivion, you'll come across mines at some point. They aren't as common as caves or Aylied ruins, but they are there. The first one you'll probably find is the Desolate Mine for a Fighters Guild quest. Also, in that mine, is the only evidence of miners in there (the corpses of them).
The easiest to find is literally 15ft from the Chorrol walls. It's a Bandit lair called the Crumbling Mine, and take that seriously. In one room, the whole roof falls. Note that there isn't anything in the room, and it's only optional. Also, in the back of the mine, you'll find two Bandits (including the Ringleader)and evidence of recent digging at the wall. Apparently, the Bandits are digging through the wall into Chorrol's sewer system! For what purpose, it isn't revealed in the game. Most likely, they were trying to get into the castle to steal things, hold the Countess hostage, or kill her.
Lastly, there is a mine directly south of the encampment of Kvatch. It's called Dasek Moor, and looks like a fort ruin, but is registered as a mine on your map. It’s also a Marauder lair.