In Eastmarch near to Riften. I've just been exploring with no quests since I've done everything else pretty much, and found lots of new places to explore or clear out, but mostly quite small locations. Just when I thought I'd done the biggest places, I discover Torvald's Cave. This place is pretty huge. Not Blackreach huge, but there's so many areas and tons of falmer and falmer shadowmasters and chaurus. It goes on and on, I'm not sure if I'm near the end of it yet. Quite a challenging one to clear out if you're interested in exploring it. No idea what quest would have been associated with it.