Is this happening to anyone else. I'm suppose to do 5 jobs in each hold (WhiteRun, Windhelm, Solitude and Markarth) I haven't gotten a single job in Markarth yet. Wtf?

From my understanding, there aren't as many jobs for Markarth as there are for the other holds. Just keep quitting the jobs and taking on new ones until you get them from Markarth.

Yeah but, I already completely took back White Run and Windhelm and have one more for Solitude and haven't seen a single one for Markarth. That's a little odd to me =/

Don't forget there are ones for Riften as well. It seems to take a while for Markarth jobs, and since there are less of them, can be annoying.

Is it required to take back Riften also? I've already completed the main quest line of the thieves guild.

The quests are random and created on the fly (there is no stock of n for Whiterun, n for Riften etc..) So there is only a 20% chance of being given a quest for any particular city each time you ask either Vex of Delvin for a job and dice have no memory. In my game I got four for Marketh quite quickly but it took a lot of tries before I got enough for Windhelm. Its aggravating but that's what we have got; just keep quitting out of jobs you don't want until you get ones that you do.

And no, you don't have to take back Riften, but you can do TG quests there for cash if you want.

Yes, I had the same problem with Markarth. Annoying indeed. Just quit the jobs and ask for a new one, until you get it. Lame, I know.