I've been playing Oblivion lately, and you have to close Oblivion Gates by getting to the top of these big towers and reaching the Sigil Stone at the top. Up until recently, I had been doing this the obvious way, by fighting my way through each room and level, then healing and repairing my weapons and moving on to the next, until I finally reached the top.
But then I realized something that should have been obvious. All you have to do to close the gate is get that stone at the top, nothing says you actually have to fight anyone! If you're fast enough, you can make a mad dash to the top, dodging and running from all the enemies until you finally tag the stone. They will chase you but they may not catch you. Sometimes you have to jump to get past enemies so they don't block your way, so Acrobatics helps. Athletics and speed enhancements are useful, and some healing potions are also helpful for when an enemy gets in a lucky hit as you swoop past.
You don't get any treasure or skill points on the way if you do this, and it isn't very heroic, but it is super funny, which is reason enough to do it at least once. It's the "Run, Forrest, Run!" strategy for closing a gate.