Just remember that, unlike Morrowind, enemies in vanilla Oblivion will follow you from one end of Cyrodiil to the other like a Terminator. You may not see them but the game keeps track of them. And until the game has decided your combat is finished it will stop you from sleeping.
Yes going to jail or even pay the fine will usually get the followers to show themselves. The three fighters guild members you gave weapons to in a quests will show up.
In another quest you are to free some orges from a mine, any surviving guards might also start hunting you and start a fight then you come out of jail, that one can be sticky as they are tough and have levelled weapons. They does not stop you from sleeping and you can get a vistit from them many levels after the quest.