There are not many grapes in Oblivion and the easiest way to harvest large amounts them is at the grape farms around Skingrad. Grapes can also sometimes be found in small amounts in houses, at inns, and others.
Outside of Skingrad are two famous vineyards: Surilie Brothers Vineyards and Tamika's Vineyards. Both have an abundance of grapes, and can be found just outside the Western Gate, across the street from each other. Grateful Pass Stables is very close as well.