Just certain places. Places like your house or the thieves guild or anywhere else I can't think of off the top of my head. The loading from fast traveling to the thieves guild, then going into the guild, then entering the door to where Vex is can get annoying. I also think your house should appear on the map and have the option to fast travel inside it, to save some time. Am I the only one who thinks this?

I don't really want to fast travel to an interior location, but I do miss Mark and Recall.

I think there is a mod, placing map markers outside houses, not inside.