I don't know if this was brought up or not...but what about a blackmarket?
Do these strike your fancy?
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5b. The night-guard cannot be in the same condition and the same caliber as the day-guard. Whereas in the day, the guard rotation guarantees there will be a guard in any area no matter what, there should be significant holes in the rotation during the night due to understaffing and the less-desirous conditions of night-work. This way, criminal activities will have brief yet logical windows to operate. While I'm not fond of having something like a permanent location of a Black Market in the game, some form of illicit trade should exist that's different than the "fence" system of Oblivion. Say, during these holes in the night-guard rotation, a sort of secretive criminal co-op is hastily undergone. And depending on the night of the week, it's held at different locations and different times throughout the city, to lessen the chance of someone catching on. Discovering the locations and times of these black markets should be a matter of your reputation with the criminal element of that city, and perhaps your reputation and rank in the Thieves' Guild (if there's not rivalry between the guild and freelancers in cities).
5e. Certain clubs or taverns should only be open during the late hours of the night, and getting into them should be a matter of having a good disposition with the right people or faction. Inside, the player will find commonplace use (and ability to purchase) both moon sugar and the more refined skooma, along with the more acceptable alcoholic beverages. The patrons of these late-night establishments should have high aggression levels, so that if something about the player rubs them the wrong direction, they'll get up (perhaps in two's or three's) and begin to pummel the player. Perhaps scripting should be enabled so that they'll leave the player alone after the player's health has dropped to a certain percentage, and they'll yield w/ dialogue if their own health has dropped to a certain percentage. Highly illicit work/quests could be found here, ranging from smuggling materials to extralegal mercenary work to theft and perhaps piracy. Further, these late-night clubs or taverns could also act as a supplier of equipment and general merchandise to characters that've lost the trust of the legitimate day-time merchants [see 2e.]
2e. Merchants and thieves do not mix. If the merchant has any reason to suspect the player promotes, is involved with, or is engaged in thievery, then the merchant should be able to judge the amount of his suspicion against the desire to make a profit on the player. If the suspicion outweighs the profit, then the merchant should refuse service to the player and demand the player leave. A lot of people dislike this kind of thing, usually saying, "How is anyone going to know I'm a thief?!" Well, they're not going to know (unless you're a terrible thief). However, they are going to be able to infer. And that inference can be made by the following: the people you associate with, the places you associate with, and the number of times things have gone notoriously missing with you in the area at the time (in other words, your reputation/disposition with thievery organizations and thieves, as well as relevant faction reputation modifications upon completion of thievery quests. Note this is vastly different than a blanket fame/infamy system). If your illicit reputation gets too high, and you're dealing with a merchant with a high enough responsibility value, they should refuse you until their disposition is high enough to override that refusal. Also, if you steal from a merchant and attempt to sell back the stolen item to that merchant, the same should apply. If the player gets too much of a bad reputation, they will have to seek out less reputable merchants to meet their needs [see 5e].