I had another encounter with an errant courier, this time in Blackreach.
There was an Imperial courier who stopped on that bit of flooded roadway, facing one of the lift towers. After a little while he tried running again, but ran into a stone block and stopped to think some more. I ran past and activated the gate release, and he ran up to the gate just as the spears were coming down, so he stopped again. I went in to stand on the lift platform, thinking he'd take the hint, but he just stood there. So I went over to speak to him, and he gave me the usual spiel about joining the Legion. With that, he proceeded to the platform, where I joined him. He reached down and made the motion of throwing the lever, but nothing happened. I threw the lever but, as he wasn't a follower, he didn't come with me. I opened the upper gates so he could get back into Skyrim, and went down again. Just as I arrived I heard the lift sound again, and he was gone.
I still wish I knew how he fell through to Blackreach, unless... hm. He did come from the direction of where I entered, so my unlocking Blackreach must've enabled him to get in.