Incredible truth - truth isn't necessarily linked with believability
dark blond - it's a qualitative of the "blond", it works as it is opposed to other, lighter "blondes"
A blue moon - it happens to appear blue sometimes
Melodic Black Metal - more of a pleonasm if you ask me , same as #2
Modern classic - recent classic, classic doesn't necessarily mean old, pretty close to an oxymoron though...
Lets agree to disagree - "let's stop beakering", makes perfect sense, a semantically opposite term must be an attribute of another for the construct to qualify as an oxymoron
"military intelligence" and the likes are actually jokes, the people who brought them as "oxymorons" where being intentionally offensive.