I finished a sweep job in Whiterun. Didn't need to go to Riften right away. So kept going with other quests. Got arrested in Dawnstar, escaped from jail. Didn't think anything of it.

Now I'm back in Riften, go to Vex, and she says "Yeah. Good job, you got arrested. How do you think that makes us look?"

What!! How would getting arrested in another hold have anything to do with the sweep job? Vex tells you not to get arrested when doing the job, not to get arrested before returning to her.

Oh, and the 3 items were removed from my inventory by vex with the normal on screen message. So I fail the job, you don't pay me, and you take the stolen items.

This Has To Be A Bug! Right?!?

Signed by a frustrated thief.

Nope not a bug..happened to me once or twice

Your lucky they didn't take the Stolen Item's. I got arrested in another hold and they took all the stolen item's my thief had on her. I save after every job so I just went back to that save and made sure I didn't get arrested again.