After completing the 2 quests, "the forsworn conspiracy" and "no one escapes from cidhna mine", guards from Markarth sometimes appear at random places and want to take you to jail for something that they won't let you buy out from if you're a member of the theives guild. When you select 'I Submit, Take Me To Prison.' this is where the apparent problem occurs. It doesn't take you anywhere and once you get out of the dialog menu, He will come at you again! And will do the same thing, over and over. The only way to get out of this (that I've found) is to kill him. But, the guards from Markarth will still come at you very rarely anywhere but Markarth and especially in the city itself. And, this same problem will occur again.