An Assassin's guild even more prominently featured in Oblivion as a major questline/joinable faction. If it weren't for Bethesda being a publisher themselves, I would think the game would have to be theres.
Also, keep in mind that even if the rumor is true, as rumors often have distorted messages, the name may be be incomplete or distorted. It could be The Dark Brother of ___ or ____: The Dark Brotherhood Which, with an appropriate cover wouldn't seem so bad.