So this glitch is quite rare. I have never seen it been posted. Ever. I encountered it a year ago or so on my xbox 360 while messing around with the glorious staff of worms. I can guarantee you that if you do this in-game you'll fall off your chair or sofa or whatever you sit on.
This is how to do it:
1. Aquire the Staff of Worms through Mages Guild
2. Steal some things (we need stolen goods)
3. Kill a guard
4. Drop a ton of stolen goods on the ground next to the dead guard
5. Resurrect the dead guard with the staff of worms, then quickly pick up the stolen items while he rise from the dead

This will trigger the thrall guard to try an arrest, but the funny part is that he will continue to rise up into the roof (if inside) or up into the eternal sky (if outside). You have to be in conversation with him, just don't click on anything and it'll be all good.
Best to do inside for maximum effect.