The first one was in Whiterun, the second in Solitude. My recent character met him in Candlehearth Hall in Windhelm, but I haven't done the drinking contest with him yet because I don't feel like ending up in Markarth.
I am sure I met him there the first time. Funny thing is, second time, I think I was in Whiterun. I didn't bother drinking with him yet. So I am wondering, does he travel and I will see him again, or he will stay put in Whiterun now?
I found him in Windhelm, then left and came back days later and he was still there. Haven't done the drinking contest yet but I assume he'll stay there.