The Mandukya Upanishad talks about "ajata-vada", ie the argument that nothing is ever born. Its teaching is very close to buddhist philosophy.
The Mundaka Upanishad talks about the creation being God itself. A famous mantra quotes an example of a spider which is not only the efficient but also the material cause of the webs that it spins.
Chandogya Upanishad chapter 6 has the "maha-vakya" i.e. great statement "tat-tvam-asi" - thou art that.
Of course, reading a translation will not be sufficient to understand the depth of this text. These texts are usually expounded by scholars who are steeped in the tradition of studying and understanding them. For advaita (non-dualistic) philosphy, the master-commentator Shankaracharya has written brief commentaries on all the Upanishads. Their translations are available in English, but like I said earlier, a mere reading of them may not bring about the desired affect of "oh my god this is so awesome".
http://www.uesp.net/wiki/Lore:CHIM
http://www.uesp.net/wiki/Lore:The_Monomyth
http://www.uesp.net/wiki/Lore:Spirit_of_Nirn,_God_of_Mortals
It's ultimately not all that deep, but I'm fairly sure it's the only top-selling mass-market video game series to touch on the concept in even that much depth.
The distinguishing teaching about the Upanishads is that 1. God is not a person 2. The universe, as we perceive, is an illusion and its underlying reality is God 3. The individual (a person like you and me), is not just a collection of bones, muscles and tissue. Neither is the individual his/her mind. The true-nature of an individual is the indestructible Self. 4. The individual Self and God are one and the same.
There's no such teaching like this in the world. It blows my mind as I read and contemplate on the verses that talk about it. There are several saints who have realized this truth and their position on the issue of God, individual and world are identical to what the Upanishads teach.
IMHO A person who has put to test the teachings of the Upanishadic in his/her own life, and lives by its vision is a real teacher.