[en] A structural Auger spectroscopy study of MgB_2 thin (∼140 nm) oxygen-containing polycrystalline films produced by magnetron sputtering and 99% dense MgB_2 bulks synthesized at 2 GPa allows us to conclude that j_c of MgB_2 depends to a high extent on the amount and distribution of oxygen in the material matrix. j_c reached 7.8-2.7 MA/cm"2 below 1T at 20 K in the films and 0.3-0.9 MA/cm"2 (depending on the boron used) in the bulks. The higher j_c in MgB_2 thin films can be associated with finer oxygen-enriched Mg-B-O inclusions and their higher density in the film structure compared to the bulk. Calculations of the total electron density of states (DOS) in MgB_2, MgB_1_._7_5O_0_._2_5, MgB_1_._5O_0_._5 and MgBO showed that all the compounds are conductors with metal-like behaviour. The DOS is even higher in MgB_1_._5O_0 _5 than in MgB_2 and the binding energy is similar. So, the experimentally found presence of some dissolved oxygen in MgB_2 does not contradict its high SC performance. The introduction of a high amount of oxygen into the MgB_2 structure does not dramatically reduce the material's T_c and allows obtaining highjc as observed in our MgB_2 films and bulks. (paper)