I never played on the xbox, but I remember when traveling between cells in Morrowind (like into a dungeon or building, etc) I never could figure out why it sometimes only took a few seconds and other times I was sure the game was locked up. I saw this behavior on several PCs and don't ever remember it going away.

Morrowind had a much more interesting world than Oblivion, but I really appreciated that Oblivion did not do that. And that NPCs could chase me out of buildings.