WARNING: This post may contain solutions, or parts of solutions, to otherwise hard levels! People, please state which levels your posts contain information about, so people can skip posts about levels they do not want solutions to!
NOTE: This post contains part of the solution to all the Oblivion levels apart from Oblivion 4.
Post any tricks you use often here. Don't post simple ones such as "Climb and bomb" (*cough* Insane Steve *cough*), post more complicated ones, such as Oblivion.
Speaking of which, the Oblivion trick is:
Place many blockers along a path, then bash in the direction opposite to the one they were walking to free them all. This is used when the terrain prevents a single or a dual blocker from holding back the lemming - each lemming becomes a blocker individually. There is an exception to the "opposite direction" - Castle Of Oblivion(Ultimate Challenge 5, Level 1, if I remember correctly).