Board Thread:Skyrim/@comment-138.130.152.199-20130726045958/@comment-6881629-20130726104955

On a PS3 or 360 you could try attacking him or leaving the area for a while (up to thirty in-game days to be sure) but if that doesn't work you'll probably have to go back to a earlier save, on a PC use the console command -

Player.additem 0005DCB9 1

That will add the key for the door without having to talk to him.