Oil in fish is generally concentrated under the skin, but in the first place in the liver.
The meat of most fish hardly contains any fat, so you can have your fillet anyway.
You can go to a fishmonger and ask for the innards of the cleaned fish, you should get them for free. Only take the livers, which, in fish, are very large. The largest livers you will find in skates and dogfish.
Boil them with some water, the oil will come to the top. Allow to settle while cooling
What do you want to use the oil for?
Tomàs O' Crohan (b. 1856) described his youth in the Blasket Islands (Ireland) in the famous book "The Islandman". There he writes how, as a kid, he would secreteley soak his bread in the oil lamp (containing shark liver oil: good for lighting and full of vitamines)