Well, it's all depending on who imprisoned you. You know, Skyrim isn't one unified province anymore, it's a province raged by civil war!
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@TES_Ronin: I totally agree, there are other ways that would and could work, but the thing is, we know prison works, and it works pretty damn good as well!
But I fully support the wondering of "What could have been?". (As long as there's no bashing of Devs for being lazy or lacking in imagination!^^)