Castle dour in Solitude: First off there is a weakend wall at the back end of your cell. You can push down the wall but after doing so guards will be hostile so do it when they aren't nearby. There is a small hole in the wall that allows you to pick your belongings chest. Once you have your things depending on if you want to get the evidence chest too then you will go back to your cell and with even more lockpicks just pick the door and either run or overpower or sneak past the guards. Once on the next floor turn left and enter the room to your left. Down the stairs there should be both of your chests. down there pick the evidence chest and leave. Also if killing the guards do it quickly as if the fight trails on too long more guards will come into the prison. Note that the crumbling wall will be sealed after one escape. If your escaping without your stolen items then just go down the rest of the passage behind the wall and you'll find a ladder to help you escape. Pickpocketing: You can pickpocket the key off the guard as he goes by your cell and escape. You won't have any weapons so try killing the first guard with spells or sneak past him. Anyway just get your chests and leave. Lockpicking: This is even harder as you will have to pick the lock and won't have a key. If you've never been here before and your chest is still locked then you'll probably break your lockpick. Anyway you can escape but without your things. Taunting: If you like illusion magic you can fail at picking your cell door and the guard will attack. Use calm or ice form and you can leave him there.