I had that happen once. I teleported to Riften one day and there were Imperial guards and the regular Riften guards all killing eachother. Scared the hell out of me until I realized it was because I had given Riften to Maven Black-Briar in the Season Unending quest - and I believe she's with the Imperials so there was a hostile takeover going on. Maybe you did something similar? Dunno. Also it can be a random Courier thing as the person above said.