Despite common claims to the otherwise, this game (the regular, non-Deluxe GOTY Edition) comes with the Deluxe Edition DLC. Both the community and Steam support will say it doesn't and try to get you to buy the Deluxe edition instead with no hope for a refund (Its $20 and you have to DELETE THIS VERSION OF THE GAME from your steam library completely before you are allowed to buy it). You do not have to. To activate the 9 Deluxe DLCs, all you need to do is this.

When you first start the launcher for the first time, after setting the graphics settings, click on Data Files. In there you will see a list of the installed DLCs. If you start the game now, none of them will work (This is why it is often assumed that the regular Game of the Year edition didn't come with the DLCs) but also in that list at the very bottom will be an entry labeled Oblivion.esm with its checkbox empty. Once you activate that check box and start the game, poof, all of a sudden you will be given notifications of all of the DLCs being active in your game and will function normally. If you are a Steam Deck user like myself, you may not see the box so instead just double click on Oblivion.esm and it will activate and the box will appear. You will know when this has worked when you then load your next save and get a bunch of new quests and quest items crammed into your inventory.

There, I just saved you 20 bucks and/or a trip to some dubious download/key site all to obtain 9 DLC packs that USED to be free before Bethesda tried to charge for them here on Steam.