Put your tinfoil hats away, however, because it's just not true.
Though the PS3 Oblivion was released today in Europe, a spokesperson for Ubisoft has told CVG that there were some distribution issues and that the title, while missing at some GAME stores, is available elsewhere. "Rest assured," said the spokesperson, "Oblivion on PS3 is definitely out today in online and high street retailers."
The real loser in this situation is GAME, for aforementioned financial reasons. Many branches are not expecting to have the game until next Monday.
[Via PS3 Fanboy]