Usually, we define an oxymoron as a juxtaposition of incongruous or contradictory words. Examples include cold fire (adjective-noun), bittersweet (adjective-adjective) or guest host (noun-noun). By the way, the term oxymoron is itself one since it comes from two Greek words that in English mean sharp (oxy) and dull (moron).
Well-known oxymorons have been created in the context of politics. Here we can point to “left conservative” (Norman Mailer) or “Tory anarchist” (George Orwell). Moreover, an exaggerated use of oxymorons can be seen in Romeo’s speech in Act 1, Scene I of William Shakespeare’s Romeo and Juliet:
“Alas, that love, whose view is muffled still,
Should, without eyes, see pathways to his will!
Where shall we dine? – O me! – What fray was here?
Yet tell me not, for I have heard it all.
Here’s much to do with hate, but more with love:-
Why then, O brawling love! O loving hate!
O any thing, of nothing first create!”
Apart from this, we can find, mention or create numerous more oxymorons.
Harmon, William, and C. Hugh Holman. Eds. A Handbook to Literature. 8th ed. Upper Saddle River, NJ: Prentice Hall, 1999.