The guy comes running up to me and says:
"Vampires, I can't take it anymore! Here take what you want..." (or something to that effect) and then strips his armor and drops it on the ground, together with a key and a letter. LOLOLOL
I thought to myself, good riddance. I guess the Dawnguard is better off without you. Oh and that happened outside of Whiterun. Now, I have a list of 3 Dawnguard caches and the key to it. I just have to find them now.

I just thought I would share this little encounter. Skyrim actually still manages to surprise me (after hundreds of hours and various characters LOL)