Oblivion:Azura

Quick Walkthrough
# Once you have reached level 2, travel to the Shrine of Azura and speak to Mels Maryon.
# Acquire one sample of Glow Dust to give as an offering to Azura.
# Approach the Shrine of Azura and offer the Glow Dust at dusk (5-7pm) or dawn (5-7am).
# Kill the former worshippers of Azura that are trapped inside of the Gutted Mine.
# Return to the Shrine of Azura to receive your reward.

Detailed Walkthrough
Locate the Shrine of Azura
Azura's Shrine is located far north of Cheydinhal, north and slightly east of Lake Arrius Caverns, and high up in the Jerall Mountains. The shrine can be accessed using an unmarked road.

The location of this shrine can be marked on your map by any of several methods:
Reading the book Modern Heretics,
Speaking to Trayvond the Redguard in the Cheydinhal Mages Guild about "Daedric cults",
Speaking to Ulene Hlervu of Castle Cheydinhal about "Cheydinhal" followed by speaking to her about "Daedric shrines",
Speaking to Borba gra-Uzgash at Borba's Goods and Stores about "Daedric shrines" after having spoken to Ulene Hlervu about "Cheydinhal".

An Offering to the God
Travel to the Shrine of Azura and speak to Mels Maryon, one of Azura's many worshippers at the shrine.  Raise his disposition to 50. He'll tell you that you need to provide Azura with an offering of Glow Dust (from Will-o-the-Wisps) at dawn or dusk.  Details on where to find this ingredient are provided in the article on Glow Dust.  In particular, if you have started the quest Blood of the Daedra, there are three special Will-o-the-Wisps that appear near Azura's Shrine (in the areas to the north and west of the shrine). These three are leveled and non-aggressive (at least until you attack them), so they are easier to kill than most Will-o-the-Wisps.

Return to Azura's Shrine with a portion of Glow Dust for an offering at 5-7 am or pm (dawn or dusk).  Azura will say:
:''I have seen your name, Traveler, and heard it whispered in twilight. I ask a service, which holds promise of fame and reward. Many years ago, five followers slew the vampire Dratik and its kin, but all were infected by the foul creature. Knowing their fate, they sealed themselves up in the vampire's lair. Their suffering weighs heavily on me. Travel to the Gutted Mine. The door will open to you. Bring the peace of death to my followers, and you shall earn my gratitude.''

The Task at Hand
Travel to the Gutted Mine, which is a short distance away southwest of the shrine. Enter the mine (but beware of traps), and seek out the five vampires, called the Afflicted Brethren. Kill all five to release them from their suffering. The final two will be behind a rock that will move once you pull a rope on the ceiling beside it. Return to Azura's Shrine when you have defeated all five vampires. You can find a Worn, Faded Note on the body of the orc vampire named Ghola gro-Muzgol that tells the story of the ill-fated worshippers. Although the note suggests that you should take it to Lady Azura, it is not actually necessary to complete the quest. Also, at the back of the final room in the mine, there is a niche hidden behind some "loose planks" that fall down when you push on them; check the locked boss-leveled coffin in the niche for treasure. 

You will likely contract Porphyric Hemophilia, which leads to Vampirism. If you do, you may want to know how to avoid becoming a full blown vampire.

If you are having trouble defeating the vampires, you can use Fire Damage, since vampires have a 50% Weakness to Fire.

Return to the Shrine
Activate Azura's Shrine (at any time of day) to tell her of your success. Azura will extend her gratitude for freeing the spirits of her unfortunate followers. She will reward you with Azura's Star, and erect five candles on the rocks behind her shrine in memory of her followers. 

:Thank you, mortal. Their spirits are free, and henceforth, above my shrine, five bright candles shall burn forever in memory of their sacrifice. For your service, take this token, that your deeds might be entered in the Book of Fate.

Notes
After you've activated Azura's Shrine the first time, the three worshippers' attitudes towards you are more positive and after you have acquired Azura's Star, it is even more noticeable in their address of you as "Star-Bearer."

Bugs
 

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