Oxford Circle is a neighborhood in the lower Northeast section of Philadelphia, Pennsylvania, United States. Its namesake is the much used traffic circle at Roosevelt Boulevard and Oxford Avenue. The Oxford Circle neighborhood has traditionally included the areas up to Rhawnhurst and Mayfair but does not really have a fixed boundary, other than in publiā¦Oxford Circle is a neighborhood in the lower Northeast section of Philadelphia, Pennsylvania, United States. Its namesake is the much used traffic circle at Roosevelt Boulevard and Oxford Avenue. The Oxford Circle neighborhood has traditionally included the areas up to Rhawnhurst and Mayfair but does not really have a fixed boundary, other than in publications about Philadelphia which are of a public relations or informational nature.