There is also a target glitch you can use that others here will explain, ive never done it.
1) Pickpocket the arrows off of the archers in Castle Dour (steel I think). If you don't have Misdirection you can take their arrows while they're sleeping so they aren't "equipped".
2) Reverse Pickpocket the arrows you want to generate onto them (Ebony, Daedric, etc).
3) When they fire the arrows at the targets just collect them.
If you don't have any Pickpocket skill get potions that will help, save the game, and do the pickpocketing thing while they're sleeping.
I don't know if recent patches have changed this operation, but it worked after 1.4.