Each of the Skyrim holds has its own militia made up of Guards. These men and women keep the general peace and arrest criminals, which can include the Dragonborn if he or she is caught in a criminal act or has a bounty on their head.
If the Dragonborn is a Thane of the hold, guards can be convinced to look the other way and if the Dragonborn is a member of the Thieves' Guild, they can be bribed to overlook crimes.
Gallery
Falkreath Guard
Haafingar Guard
Hjaalmarch Guard
The Pale Guard
The Reach Guard
The Rift Guard
Winterhold Guard
Windhelm Guard
Whiterun Guard
