What's this all about?

http://cloud.steampowered.com/ugc/648750789808922220/76F2C75E5E5C7FEDDBDA783ED3122062A42804A1/

First time I've seen this happen.

Imperial troops in Whiterun? I haven't advanced the story to the civil war proper yet, but I assumed that whatever side I choose either the Stormcloaks or Imperial troops will replace the hold-specific guards.

That would be correct.

No, I haven't gone near the Civil War. And Whiterun is already Imperial Territory so they don't get replaced.

I'm guessing that the random guard who take prisoners, stop and start at the Guard barrack for certain Holds and I think this might be one of them.

I just wanted see if anyone knew about it. Maybe I should follow them one day and see where they take the prisoner to.

There are roving patrols of empire and stormcloak soldiers, they stop in friendly towns between their patrols.

You don't see them in town very often because they spend more time on the roads and many times they don't survive due to wildlife/enemies.