So I got this quest to steal a horse for some guy in Riften's jail. Well playing a good guy I decided I would have no part of it and I told Ms. Black-Briar about it. She told me to go ahead and steal the horse and she would take care of it.

So I went to the place where the horse was. Killed a couple guards. Got the horse.
...
...
Now what? My journal shows everything completed for that quest, but it's still on my active list. It says to take the horse to some guy, but I have no idea where the guy is and no marker indicating where he is. So I'm not sure what I'm supposed to do. I finally just left the horse at the stable and went on to do something else, but I would like to get this off my list.

Is this a bug and I can't finish the quests?

You don't remember who asked you to steal the horse?

My journal says "Sibbi Black-Briar has asked me to steal Frost and deliver him to Louis Letrush"

The problem is I can get the horse, but there is no marker for where Letrush is. He could be in Solitude for all I know.

I thought he waits in the inn at Riften. I could be wrong. Did you look there?

Follow the road (southwest of the Lodge) and you should find him somewhere. I don't know why there isn't a quest marker, I had one every time I did the quest.

Also, if you see any spiders and bandits, know that you're near. I think they're scripted to appear near the area. And watch out, he or the horse might die.

Funny. I didn't remember it that way, only that it was for Louis. If you're on PC, use one of the following console commands

player.moveto 00019DCA

or

PRID 00019DCA
moveto player

Did you try paying a new visit to Sibbi, just in case?

You know what, I never got the papers. Just found in a bug report that if you talk to Sibbi first you don't get prompted to get the papers and the quest doesn't advance.

I'll go back to the lodge and see if I can find them. Maybe after that the quest will update with some markers.

Thanks all.