Guards are dumb:
"My cousin is out fighting dragons, and what do I get? Guard duty." - A dragon just attacked earlier, where were you?

"The old lady who ran the orphanage has been murdered. Say, didn't I see you walking out of there?"- The fresh blood in my sword tells that I'm innocent

"Psst... Hey. I know who you are. Hail Sithis." "I heard you were at the wedding of the Emperor's Cousin in Solitude. Gods that must have been horrible"- I approach a Solitude guard to while wearing Shrouded Robes *hint hint*

"I know Thieves' Guild armor when I see it. You're not fooling anyone." "Try to hide it all you want. I know you're in the Thieves' Guild... and so do the other guards."- I just approached you earlier while wearing guild master armor and bribed you for half the price.

"You're like me, eh? don't fancy those clunky Two-Handed weapons."- I bet 100 septims that the warhammer in your back disagrees with you.

"Now I remember... you're that new member of the companions. So you, what... fetch the mead?"- Wuuthrad on my back tells me I'm the harbinger."

"Your skin is as pale as snow, are you afraid of the sun or something?"- the fact that almost everyone in the city is under a Pacify spell, I have 2 thralls following me and my fangs protrude with fresh blood, I'm obviously a vampire.

On the side note, I found that guards of Thieve's Guild influenced cities (Whiterun, Solitude, Markarth, Windhelm and Riften Guards) don't attack me as a level 4 vampire. The odd thing is they'll actually help me "calm" everyone down and by calm, I meant eternal rest. Is this a bug? I mean I had guards slaughter everyone in the city without a Frenzy Spell. I had to use Dual Wield Pacify on the Guards before they massacre everyone in Solitude. This was before I installed Dawnguard and chose to become a Vampire Lord. I don't have any mods installed either. This forced me to go around town typing resurrect on everyone.


Guards are Omniscient:
"Well if it isn't the slayer of Glenmoril Witches. How can I assist you, Companion?"- That's odd, everyone in the cave was dead and I left no witnesses. I don't remember boasting either.

"You have vanquished a great evil from Skyrim. You saved us all and our very souls."-That's odd too, the only witnesses were a bunch of dead nords and the battle took place in an outer realm.

"One of the guards claimed he saw a mage appear out of thin air, said it was one of those psijjic monks. Mans been hitting the skooma I say." - I thought the CoW was off limits to others except the mages.

"Hands to yourself, sneak thief."- I've never been caught stealing at all.

"Heard about you and your honeyed words."- Wife, is that you?

"Don't suppose you'd enchant my sword? Dull old blade can barely cut butter."- I enchant weapons and armor from the privacy of my home.

Not to mention Invisibility and Throw Voice does not fool them, they'll still try to arrest or shut you up.


Excuse the Italicized font, too lazy to format and just copy pasta'd the dialogues from ES wiki