Thief Cache

A Thief Cache is a barrel in The Elder Scrolls: Skyrim that can be looted for various items. Thief's Caches appear after the player joins the Thieves Guild (not confirmed whether or not Guild Master is needed). Possible that the "special" missions assigned by Delvin Mallory must be completed for the specific hold for the Thief Cache to spawn.

The Thief's Cache shadowmark is present on the side of the barrel.

Locations
Current author does not know all the locations, though it is speculated that there are 3 in each major hold in Skyrim that the Thieves' Guild has a presence in; Riften, Whiterun, Markarth, Solitude, and Windhelm.

Riften

 * In the garden at Honeyside, against the Riften city wall (by the potatos, leeks and cabages).
 * On the Ratway directly across from Valindor's House.
 * In the corner on the walkway overlooking the Guards' training grounds by Mistveil Keep. The walkway is accessed through the guard's barracks.

Markarth

 * Just outside of the door to Vlindrel Hall.