User blog comment:The 777 Sniper/The Sanguine Rose/@comment-4511886-20120308191019/@comment-4511886-20120310102953

As i said he spawns in each "main" inn in each hold capital once you enter that hold,eg. you might see him in the Bee and Barb in Riften and then you go to the Bannered Mare in Whiterun and he'll be there and then go to the frozen hearth(or whatever it's called) in Winterhold and he'll be there too.The simple way to explain it is that he moves to each inn that is in that hold's capital until you complete his quest.