Board Thread:General Discussion/@comment-5708715-20150423041033/@comment-26662848-20150423041422

There are multiple variants of NPC's labelled "Courier" in Skyrim. The one that you described may have been one of the non-essential couriers which are not the ones responsible for delivering letters. As far as I'm concerned, the same courier that delivers you letter is marked essential and thus, cannot be killed through conventional means.