http://skyrimforums.org/useralbums/42/standalone?embedded=1

Where to get these armor sets:
-Light Armor with Red Cape
-Studded Armor with Red Cape
-Heavy Armor with Red Cape

You cant get them.

Why the hell not?

that is art, not ingame images.

Because General Tullius orders it.

They aren't in the game.

Not all concept art gets implemented in the game.

Wish they had placed capes in the game.

Have your jimmies been rustled?

Damn straight, my jimmies are rustled all over the damn place.

"Should we put in armor with red capes or not? Nah..."

What? It's almost obvious you should. This jiggles my biggles.

It's a little late to just now to be getting around to getting upset about this.
Capes only appear on two armors...The Vampiric Royal Armor, and the Nightinggale Armor. Other than that, capes were never really a thing.
It's not so much a matter of should, because that train pulled out of the station a long time ago already. It's just another missed opportunity to a long list of things we wanted, but never got.

Anyone know if there's a mod that does this?

if the capes got implemented... sorry ulfric..... they got capes

There is, I've seen pics. You would just have to search Nexus for it.

General Tullius's armor kinda has a small cape on it.