Clarification of what sexual immorality is? to my understanding the following is what comprises Sexual immorality.

Male homosexuality, incest, adultery, and bestiality.  


I want to know if oral sex is included even if it's done in marriage?
(Note: this answer comes from a reformed, Presbyterian perspective, YMMV)

Sexual immorality is defined pretty clearly by Jesus in Matthew 5:28 (NIV):


  But I tell you that anyone who looks at a woman lustfully has already committed adultery with her in his heart.


That puts everyone who managed to live through puberty squarely in the guilty category here. So let's start from there. We're all guilty of sexual immorality, that's the fact. That's not to say that instances of sexual immorality are not serious and shouldn't be dealt with seriously. But just to introduce some levity, we're all guilty here.

Now, you assumed that 4 things fall squarely in this category, I don't want to argue that list, but at least 3 are pretty expressly forbidden by scripture and the fourth falls squarely into lust for the most part so we'll accept the list. But the point of the first passages is that sexual immorality is even broader. It's deeply embedded in our hearts and minds.

Then of course you drop the bomb, is oral sex immoral? I'm actually going to take this a step farther and get the question you're really asking. Is it OK for married Christians to have anything but normal intercourse? But let's handle a side issue first. 

Positions on sex before marriage and any kind of sexual contact outside of marriage vary. However, in my opinion (and it's one I share with a pretty wide swath of mainstream Christianity) it's both unwise and immoral to engage in sexual contact or sex prior to marriage. This is a well supported argument and it's made elsewhere on this site, so it's really not necessary to delve into it here. 

The crux of this question is whether or not things that are believed to be inappropriate outside of a marriage are appropriate inside of one. For normal vaginal sex, the answer is obvious. One of the functions of marriage is to provide a home for children and well to have kids you've gotta have sex (obvious caveats for in vitro, adoption etc). But what about non-procreatory sex acts? 

Let me be clear. The Bible contains no clear prohibitions on non-procreatory sex acts (in fact a couple of passages in Song of Songs may refer to oral sex specifically and in a very positive way). Although being intentional about being non-procreatory when you are culturally obligated to may have disastrous effects (see Onan.)

This makes it up to the man and the woman in the relationship to set boundaries and decide what is right and wrong in the context of their marriage. For that the guiding principal has to be Ephesians 5:5 (NIV). 


  Submit to one another out of reverence for Christ.


This passage in Ephesians is much maligned in modern society, but the crux is that we should faithfully submit to one another. It's hinged on respect. In the case of your question that means that anything that you do that is outside of the boundaries set in your marriage can and should be considered sexual immorality.

This brings us back to the passage I mentioned at the outset. Sexual Immorality is not something that has strict definitions. If even looking at a woman with lust in your heart qualifies, then the definition is far broader than any specific act or set of acts. In the context of marriage this means that you must work and communicate with your partner to set your boundaries and decide what is welcome and what is off limits between the two of you.