I have been having this problem with my oblivion, this is the story:

I enchanted my item at the chironasium, then I saved my game and then I exited the game. The next day, after I loaded my previous data, my enchanted item that i just made was't there, it disappeared. I have tried enchanting my other items and this problem keeps happening.

Have anyone else experienced this problem? Does anybody know any solution for this problem? Please help me.

Common bug, common fix. you either have an enchantment mod that screws you, or there is a mod that fixes that, either way one of those are your problem, if you dont have an enchantment mod, search the nexus and see if there is an enchantment fix.

What is your Oblviion version? Did you installed SI?

yeah i have installed SI, btw, einhander 888 thx 4 the tip

Does anyone can give me a link to any enchantment fix?

Then, what is your game version? If you didn't patch after installing SI, you may have FormID bug.

I had exactly the same problem, most annoying to find my character running around naked after not playing for a few days
I have SI installed and hadn't patched to SI V1.2.0416. I did that yesterday, and voila, all my enchanted stuff has stuck around.