Look around windhelm, especially in the graveyard, he is one of the characters looking at the dead body in The Blood On Ice quest.
http://www.uesp.net/wiki/Skyrim:Blood_on_the_Ice
Go to the graveyard around 12:00 at night and you will see some citizens along with a guard and a dead body, if this doesn't work, your bugged and cant do the quest, and if you finished the DB quest Mourning Never Comes, you cant do the quest (unless you didn't do the optional I quest)
Beware, Blood On The Ice is on record for the most bug-ridden quest in the entire game. Every time the USKP has to fix something with it, much ing goes around