Well I'm just wondering whether there are more "Commanders or Captains" of Hold Guards other than Commander Caius and Captain Aldis.

If so, could you please list their names, Which Hold they are in and where to find them?

-Rev

http://uesp.net/wiki/Skyrim:Jod is the captain of the guard in the Pale if Skald is Jarl.

Although it is not stated in the game, http://uesp.net/wiki/Skyrim:Yrsarald_Thrice-Pierced is presumably the captain of the guard in Windhelm and the rest of Eastmarch because he wears SC Officers' Armor and has dialogue for the Eastmarch guard faction.

Sinmir can be the Captain of Whiterun as well, if the Stormcloaks take the city.

I don't believe Riften or Markarth have one though. I always took that just as symbolism of how corrupt those cities were.

Caius is commander of the Whiterun guard under Balgruuf, but is replaced by Sinmir if the Stormcloaks take the city.
Captain Aldis is the head of the Solitude city guard, but most military operations in Haafingar are handled by General Tullius.

I know only Commander Caius and Captain Aldis.