When I go into the house, there are only two items to steal. The third item has a quest pointer, but there's nothing there to take. It's happened twice so far, both times in Markarth. I've only done the quest on this character three times, and the first time (in Windhelm IIRC), all three items where there.
I got around it by doing a setstage command to make the game think I got all three items, but I was hoping someone has seen this before, and has some idea how to keep it from happening in the first place?