Promethius, my Khajiit, had to go to Markarth for the Nightingales.

Now, I expected to have to pay a bounty in order to walk around freely in the city, had a spot of bother following an assassination, and saw a guard near-by. I approached him and he stopped me, so far so good, at least he didn't just attack me. News not good, my bounty was 12040G !! Not paying that I thought. One dead guard later, now Promethius is kill-on-sight and there are not many guards left in Markarth!!

Oooooooh so close! I think the record bounty is 12041G! Better luck next time.

Have you done the Forsworn quest? There is a bounty bug, which should be fixed with patch 1.4, or so I believe.