Oxygen was systematically incorporated in MBE grown MgB2 films using in-situ post-growth anneals in an oxygen environment. Connectivity analysis in combination with measurements of the critical temperature and resistivity indicate that oxygen is distributed both within and between the grains. High values of critical current densities in field (~4x10^5 A/cm^2 at 8 T and 4.2 K), extrabolated critical fields (>45 T) and slopes of critical field versus temperature (1.4 T/K) are observed. Our results suggest that low growth temperatures (300oC) and oxygen doping (>0.65%) can produce MgB2 with high Jc values in field and Hc2 for high-field magnet applications.