Title pretty much explains it. I've been in windhelm over 4 times from 7pm to 7am, even ran back and forth from windhelm to the bar next to the stables. It still hasn't triggered. All required quest characters are alive, and I haven't killed any guards or sided with the imperials. I pickpocketed a key to the house and when I went inside I thought if I read the butcher journal it would trigger but that didn't work either. I'm really confused, anyone know the problem?? On Xbox 360, no add ons.

Possibly the game save got corrupt in regards to some quests.

You can try an earlier save and see if works.

If you only have the one save and use auto saves than that could be a problem since Bethesda's games are known to get corrupted saves, Hence the motto about saving the game often and using new game saves and not reusing them or only reusing them a few times.

I had this twice, try and break into Hjerim by picking the lock and gather the evidence, it -should- point you towards a quest giver.

If you haven't done so already, trying reading this article (under How to Trigger the Quest): http://www.uesp.net/wiki/Skyrim:Blood_on_the_Ice#How_to_Start_the_Quest