Completed the Thieves Guild Quest for the third or fourth time. Upon escaping the palace as part of the Ultimate Heist I was able to keep the Boots of Springheel Jack. It has been a while, but I believe that my past characters have always lost the boots after landing the long jump/fall down the fireplace. Is this a bug? I'm not complaining, just found it unusual. I am playing on a PS3.

You can always keep them by not equipping them, and casting fortify acrobatics to survive the fall. Stuck in your inventory, and fortify 50 acrobatics, worse things could happen, so not exactly a bug, more an exploitable glitch. Did you have them unequipped, and have a really high acrobatics anyway?