Actually they didn't. If you had a Dunmer beggar it was the same womans voice no matter what she was saying. What would change was the delivery of the dialouge. Oblivion broke up the background voices into small senteces. When a beggar asked you for a coin it was delivered in a certain way. Tired and beaten by the world was the usual way. When you gave them a coin however it changed to an exuberantly happy thank you. But it was the same voice that said each line. Unless you were playing the PC version and the sound files got screwed up.
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