There are full scenes in the Creation Kit recorded for sieges of Riften and Markarth (and taking the city back, as well); from what I gather, you would do the same thing you do in Whiterun -- storm the city and fight the Jarl him/herself. Other than some excellent snark to Laila from Maven, the only other interesting thing is Galmar killing Ondolemar right in front of you.
Other cut scenes include a segment of Boethia's quest that required you to trick one of the Solitude castle staff into letting you in to Elisif's room so that you can kill her (Erikur would become the new Jarl, and there are recorded segments for civil war speeches referring to him, although it isn't much more than replacing "Elisif" with "Erikur," except for Ulfric's post-victory aggrandizing), and the fact that all of Balgruuf's lines are doubled over in his brother's voice to comply with a cut ending for "The Whispering Door" that would involve getting Balgruuf's children to kill their nanny (or mother, or some other servile female; the person doesn't exist in the files, anyway) and killing Balgruuf with the Ebony blade.
Aside from that, I really have no other comment than the rather snide remark that you see what you look for, you know.