Dwemer Puzzle Cube

The Dwemer Puzzle Cube is a larceny target. It's found in the Calcelmo's Laboratory and its only use it to be sold to Delvin Mallory for gold. The easiest way to get it is to pick it up when doing the Hard Answers quest. Once sold, it can be viewed at the Thieves Guild headquarters in the Ragged Flagon on a display shelf.

The Puzzle Cube was also a quest item in The Elder Scrolls III: Morrowind.

Location
In Markarth's Understone Keep, through the Dwemer Museum, in the last room of Calcelmo's Laboratory. It's to the right when facing the door to the balcony.

Bugs

 * Due to bugs, picking up the cube may result in the journal not being updated, or it will cause all ongoing Larceny jobs to complete instantly, preventing you from getting the rewards of the quest. Return all unique items to Delvin before retrieving the cube (All platforms confirmed)
 * Returning to retrieve the cube after the completing the quest Hard Answers, may cause the quest line to reopen. This also results in the inability to get the reward from Delvin. (Xbox 360/PC/PS3 - confirmed).
 * May cause freezing to occur if picked up and saved in any way (save file, exit area, etc.) (Xbox 360)
 * If one has the Model Ship in their inventory, picking up the cube may complete the part of the quest involving the retrieval of the Model Ship.
 * The cube bears a resemblance to the Lexicons seen in other missions. This may imply a connection between the two.