Old topic I'm sure but I have not seen an official list of compiled glitched quests to maybe avoid or create a separate save before attempting for those like me who get annoyed with not being able to clear quests from the quest log or quests that don't show you where you to go on the world map.

Missing In Action quest you get from the Gray-Manes in Whiterun is full of glitches as I experienced.

http://elderscrolls.wikia.com/wiki/Missing_in_Action#Bugs

The Kill The Giant quests in Dawnstar where you collect your bounty from the Jarl. When I go to collect my bounty, not only does the quest never clear, but the new quest the Jarl gives, Thane Of The Pale, never shows the location of the 3 people in Dawnstar I have to assist.

Post any other bugged / glitched quests you are aware of.

A quest for becoming a Thane does not come with objective locations. You are free to assist the people that you wish to, if you are able to find them.