They are carrying the following items on them at the time of their death:
- Travel Cloak with Silver and Green Leaf Fastener
- Enchanted Shortsword with Inlaid Writing
- Gold Ring with Inscription (Cursed?)
- Leather Bound Travel Journal 
- Oford Gabings is actually an anagram of Frodo Baggins, from Lord of the Rings. The items that he was carrying are those he is known to have carried throughout the series. See Easter Eggs (Oblivion) for more information.
- The Elder Scrolls IV: Oblivion (Mentioned only)