They just say the same stuff spoken when you see them on the roads outside, but why the hell are they standing in Whiterun now? Doing nothing? Is this game going haywire with how it loads things? haha. Ace. Also, has anybody else noticed how weak the leather clad legion soldiers are. I saw 3 of them get killed by a bandit. Surely 6+ should patrol in that case. Stormcloaks must eat them for breaky.

Imperial leather > Stormcloak armor.

There's videos on Youtube of Imperial patrols versus Stormcloak patrols; the Imperials usually win, unless the Stormcloaks have one or more two-handed users, in which case they counteract the Imperial's greater defense and kill them pretty quickly.