I would presume there are roads connecting the main cities in oblivion. So I think it would be a great idea if someone would create a cart which your horse could pull. It would be great for merchant type characters. You could carry way more items too.
this sounds really cool:), but i would limit it to traveling NPCs and only items could be stored in the back. also, itd be nice if at night, they set up camp with a gaurd dog or something.