You can check how the locales work here: https://github.com/unicode-cldr/cldr-misc-full/tree/master/m...
Go to the locale folder and then look at the listPatterns.json file
As noted by narrowtux, not all English locales use the Oxford comma; en-AU also doesn’t, which mollifies me.
The simplest style of example I can think of is nesting conjunctions: “the difference between A and B, and C and D”. (This example isn’t great because it depends on nesting and has only two items in each list; but it’s the first that springs to my mind. There are others that don’t require nesting or only two items, though normally not quite so clear-cut.) Removing the comma or shuffling things around in any way would completely change the meaning of the sentence. This is the sort of subtle thing that some will miss when writing, but in speech it’d be very clear.