Crossbow Bolts

They sell them in the Dawnguard castle. If you sided with the vampires you are SoL, except for the bolts you get of of the dawnguard bodies.

 

If you haven't gotten that far in the questline and don't have anywhere to buy bolts yet, a good thing to do is go digging for them in Fort Dawnguard. They've got quite a lot of them laying around if you've got keen eyes.

 

Sorine will sell them to you after you recruit her and Florentius

 

Console code if you want to use it is player.additem 02000BB3 # (number of steel bolts you want). If that doesn't work you can google dawnguard steel bolt for a different item code.​

Edit: Also this is a post from Where do I get bolts for the cross bow? - The Elder Scrolls V: Skyrim Message Board for Xbox 360 - GameFAQs

If you're with vampires: Steel bolts on dead Dawnguards, and Dwarvern bolts on dead Dwarvern Spheres. That's it
If you're with Dawnguard: You can buy/craft bolts.

 

You can only make them in Gunmar's Forge in Fort Dawnguard.