On Oblivion
You gain 0.8 exp every time you hit a living target.
- While going through the Main Quest, Fighters Guild and Mages Guild your marksman skill will go up naturally if using a bow, as you'll have many enemies to fight.
- Putting the difficulty level on slightly harder will give you more training as enemies will have to take more hits before they die.
- Use a weak bow with the weakest arrows, it'll take more damage to kill opponents but you'll get more training.
- Train your Conjuration skill as well and summon monsters and kill them with your bow, over and over. Watch out though, when you hit your summoned monster three times they'll turn on you so be prepared.
- When you complete The Arena choose to fight against one Ogre or one Minatour Lord if you can, Stay in your tunnel and range away as they won't be able to fit through. Be careful though as there is a glitch which can transport the monster next to you after a while.
- Put the difficulty on it's lowest setting and go find some forts and caves full of enemies. Take your time and kill every enemy with your bow, it's not the fastest method of training but it is more interesting then continuously killing a summoned monster.