I thought there was an option to go to the Thieves Guild to pay off a fine at like half price. I never tried it like I did in Morrowind, and Oblivion. So how do you do this in Skyrim? Can you do it in Skyrim?

I don't think you can get a "discount" on your bounties unless you have done the necessary Special Influence quest in a particular city. This quest is only available after you have completed five regular jobs in that one city.

The Special Influence quest puts you and the Guild in good with some local person of influence and reestablishes the Guild's reputation as a force to be reckoned with locally, this results in the guards being open to more options when you are caught doing something naughty.

You have to complete the special jobs in the Thieves guild to establish their presence in the other 4 major holds. Then, when the guard tries to arrest you, you will see the dialogue option to payoff your fine for half prices. There is no option like Oblivion where you can go to someone to clear off your fine.

UESP says:
Thieves Guild members have the option to bribe the guard. The amount of gold required to bribe a guard is usually much larger than the bounty for small crimes, but less than one for murder and doing so will raise the Speech skill, immediately clear your bounty and avoid having items confiscated. The Bribe Guards Speech perk also grants you this option.

I never tried it - is it true that bribery will be more expensive for small crimes?

If the thieves guild has influence in that hold you can get off with lesser fines. I don't know the exact specifics. Also if your speech skill tree has perks for persuasion and bribery you have a good chance. My Nord got out of a 1000 fine in Solitude during a dark brotherhood quest for about 8 gold pieces. Don't know how but I talked the guard down. He did accept the 8 gold pieces and then re-tried to arrest me. I paid him off then with about 400 gold pieces. After that they just had normal dialog and didn't care about me anymore.

Thank you guys. I tried going onto the wiki and couldn't find anything. I typed in fines, and nothing showed up.

I got a 1000gold fine. Not sure how I got it. Maybe someone saw me turn into a vampire. Thing is I got no warning, or didn't notice it saying that it showed up. Thing, is, how do I know what hold the fine is in? I am on the 360 if that makes a difference.

go into your game menu where you can select load/save etc. select go through the activities options and look up crimes. It should show you where your bounty is.

I think it's typically:
Murder: 1,000 gold. And they don't make allowances: I was killing some Thalmor who assaulted me, and I think I accidentally killed their prisoner as well. The guards didn't care about the elves, but I had to pay for the accidental death.
Assault: 40 gold. Includes use of Illusion spells with adverse effects (like Rout or Hysteria). I had to pay 240 gold for a Hysteria spell. But I saved Roggvir in the process (though everyone still said he was dead).
Theft: Not sure, but I think it's pretty low. When I got busted in the TG quest (which I do deliberately, because I like Brand-Shei), I only was fined 1 septim.
Break and Enter: I think it's 5, but can't be dead sure.

You could try putting your money in a chest or cupboard just at the point where you say you'll pay the fine. Just like the house buying glitch . Or the other way is to store everything you have on you including money in a chest or cupboard then find a guard so you get sent to jail do your time then go back and collect all your things again.

vampire or werewolf transformations are 1000. killing while transformed as long as no one sees you transform or revert back to you base form has no bounty.

Ah thank you. I did that, but all I saw wasy Total Lifetime Bounty and Largest Bounty. I thought that was my current bounty and I was mistaken. I hit someone to see what happens and now I see it says Whiterun Bounty and keeps them seperate. Thank you very much for explaining it.

I'm with the Thieves Guild and yes you can get the half price thing.
Doing at least 1 special job will give you a discount in a hold or holds. When you finish all 4 you have the discount in every hold. (Best to do the Thieves Guild missions before the Dark Brotherhood.)

Speech also helps.