Well, there is at least one quest where you will be forced to kill a Thalmor (he was trying to kill me) and i got a nice hooded thalmor robe off his worthless carcass.
Why would you want Thalmor Robes? They're almost useless compared to the amount of trouble you'll have to go through to aquire them. About 12% Cost reduction for Destruction spells...that's it. YET You'll probably want to find out for yourself exactly how unneeded this set of clothing is...so... There is a group of 3 Thalmor you can find to kill, standing out front of the Thalmor Embassy, west of Solitude.
the only place you can get THALMOR robes is on..thalmor..dead or alive..
Nope, clicky:
Spoiler
Thalmor patrols are incidentilly found on common roads, transporting a prisoner somewhere. Cast a fury spell on the middle warrior, he deals with the other warrior or mage and you can mop up the rest. There you go, a thalmor robe with matching gloves and boots. If you do this as soon as you exit Helgen, head left in the direction of falkreath and just run up the road - heck steal a hunters horse if you meet one - and you will find them soon enough. Thats how I find my robes nearly everytime at level 1
Thalmor patrols are incidentilly found on common roads, transporting a prisoner somewhere. Cast a fury spell on the middle warrior, he deals with the other warrior or mage and you can mop up the rest. There you go, a thalmor robe with matching gloves and boots.
Guys, he's probably trying to roleplay a Thalmor, so I don't think he wants to be involved in their death in any way, meaning fury isn't really an option.