Actually, it isn't too difficult to prepare oleum, pyrolysis of ferrous sulfate decomposes it to SO3, if one already has concentrated H2SO4, then passing the sulfur trioxide fumes through it, carefully of course, is all it takes.
Of course, it must be handled damn carefully, as it fumes like the coals of hell, and it burns skin FAST, I still have some faded scars on the back of my hand from my first time using some fuming H2SO4 I had prepared not an hour or two earlier, the experiment in question, involved strongly heating the H2SO4, which spat, and landed on my hand, went straight through my fairly thick leather gloves, and decided to promply dehydrate my tender young flesh.