I'd think protozoans can be oligocellular, but I haven't found any examples, and I'm curious to know what is the minimum number of cells an organism can have other than a single cell.
Various colonial and multicellular forms of cyanobacterial species are reviewed in:
Beardall, J et al. (2009) Allometry and stoichiometry of unicellular, colonial and multicellular phytoplankton. New Phytologist 181: 295-309
Nostoc and Volvox are some of the simplest true multicellular organisms known (usually 3-4 cell types), but in both cases the differentiated colonies (filaments in Nostoc, spheres in Volvox) typically consist of hundreds of cells.
The paper below reports the emergence of a colonial form of a unicellular organism. Since there is no evidence that the individual cells within a colony have specialised functions this doesn't really count as 'oligocellular' but it is an interesting angle on the question nevertheless.
Boraas, ME et al. (1998)Phagotrophy by a flagellate selects for colonial prey: A possible origin of multicellularity. Evolutionary Ecology 12: 153-164
Abstract: Predation was a powerful selective force promoting increased morphological complexity in a unicellular prey held in constant environmental conditions. The green alga, Chlorella vulgaris, is a well-studied eukaryote, which has retained its normal unicellular form in cultures in our laboratories for thousands of generations. For the experiments reported here, steady-state unicellular C. vulgaris continuous cultures were inoculated with the predator Ochromonas vallescia, a phagotrophic flagellated protist (`flagellate'). Within less than 100 generations of the prey, a multicellular Chlorella growth form became dominant in the culture (subsequently repeated in other cultures). The prey Chlorella first formed globose clusters of tens to hundreds of cells. After about 10-20 generations in the presence of the phagotroph, eight-celled colonies predominated. These colonies retained the eight-celled form indefinitely in continuous culture and when plated onto agar. These self-replicating, stable colonies were virtually immune to predation by the flagellate, but small enough that each Chlorella cell was exposed directly to the nutrient medium.