Oblivion is: The Elder Scrolls IV
Morrowind ist: The Elder Scrolls III

While Oblivion is playing in Cyrodiil, Morrowind is in Vvardenfell, the land of the Dunmer (Dark Elves). It is TES (The Elder Scrolls), aber they're not depending on each other like Gothic. Every TES tells a new story in another country on Nirn (which is the world, where TES is playing).