I'm currently doing the questline for the Imperials in the civil war, and to get to my location quickly I traveled to Riften and stole a horse. Upon doing so, I got a quest update that says "collect bounty from Anuriel."
Does anyone know what this is for? I haven't yet been to Anuriel because I'm currently doing The Battle for Fort Greenwall. (Pause screen is up at this moment)

You did a quest before getting it, now you must collect the bounty. That's it. /smile.png' class='bbc_emoticon' alt=':)' />

Yeah, but before when I did the exact same thing (the game froze and I had to restart my PS3) I didn't get the update.

My guess is that when you fast traveled, a dragon appeared nearby and killed a bandit leader who had a bounty on.

So where do you find anuriel. I have gone around in circles in Riften looking for him/her. I have been in the mead house which is where the arrow shows but can not find anuriel. Is the an NPC map or list of locations for NPC's that I can use?

http://www.uesp.net/wiki/Skyrim:Anuriel is the female steward to Jarl Layla Law-Giver.

She should be in Mistveil Keep (if you haven't finished the Fort Greenwall quest) or the Palace of the Kings in Windhelm (if you have finished the quest)

This is what happens when you side with the Empire