Step 1: Understanding the Concept
The Cenozoic (Coenozoic) era is divided into epochs from ancient to recent.
Step 2: Correct order
Palaeocene, Eocene, Oligocene, Miocene, Pliocene, Pleistocene and Holocene.
Among the options, the order Oligocene, Miocene, Pliocene, Pleistocene follows this.
Step 3: Why the other options fail
Other options place a younger epoch before an older one, for example Pleistocene first or Palaeocene after Pliocene.
Final Answer:
The correct order is Oligocene, Miocene, Pliocene, Pleistocene.
\[ \boxed{\text{(D) }\text{Oligocene, Miocene, Pliocene, Pleistocene}} \]