Ive noticed empire soldiers escorting prisoners once or twice when out and about but have just let them carry one.

Has anyone freed the prisoner, if so does it yield some kind of reward or quest?

I have, and no it doesn't

The thalmor and Stormcloaks that the same thing.

No. It does not yield some kind of reward och special dialogue. Pretty disapointing.

What I find wierd, after siding with the stormcloaks and

chopping off talius' head

is that I keep seeing imperials escorting stormcloak soldiers to holds that used to be held by them or cities. Eventually they're killed by the guards or just vanish. Wierd :S

I freed one (picked the option free and share items), and was able to take some stuff from his inventory, he also told me to join the stormcloaks as he ran off.