Found a trio of Thalmor escorting a prioner, they only got as far as riverwood before I revealed myself (I was using Shadowcloak of Nocturnal which I have found to be useful when sneaking as it can remain past the time limit as long as you are sneaking and don't use doors when you are sneaking). It was more of a moment of awesome for me but a wtf moment for them, I was following them from the dragon mound between Broken Fang cave, Sunderstone Gorge, and Bloated Man's Grotto (if you drew a triangle connecting the three it would be somewhere in the middle in fact it is Vuljotnaak's burial mound too) and I decided to tail them. Well long story short I tell them I support Talos in the middle of Rorikstead and cue epic battle between myself, two guards, three Thalmor, and one frost atronach summoned by one of the Thalmor while the prisoner decided to stand there and watch the chaos. In the end only the Thalmor were killed and the prisoner ran off in the direction of Windhelm unless this guy was a random Talos worshipper then he probably tried going home.

I looted the Thalmor of all their items though.