In electrolysis of concentrated NaCl solution (using graphite electrodes and, for example: 12V), H2 is formed at the cathode, while Cl2 is formed at the anode. I believe no oxygen is formed at the anode.
The water (H+ + OH-), has its H+ taken away, so the OH- ion is left in solution. The Na+ ion left in solution goes together with the OH- ion to form NaOH.
So the half equations are:
(at cathode) 2H+ + 2e- -----> H2(g)
(at anode) 2Cl- -----> Cl2(g) + 2e-
(in solution) Na+ + OH- -----> NaOH(aq)
The full equation goes like this:
2NaCl(aq) + 2H2O(l) -----> H2(g) + Cl2(g) + 2NaOH(aq)
Therefore, no oxygen is made in this way, as it is all used in the process of making the NaOH. Using a different voltage and electrodes, you may do.
If you used iron electrodes, hydrogen would form at the cathode as usual, but most of the chlorine at the anode would react with the iron to from a yellow/green solution of iron(III) chloride because chlorine is so reactive.