The main hall of the sanctuary
The Dawnstar Sanctuary is an abandoned Dark Brotherhood Sanctuary no longer in use. It is said to be one of the oldest Dark Brotherhood sanctuaries in Skyrim, and hasn't been occupied in over a century. Cicero flees to the sanctuary during the quest "The Cure for Madness." At the end, the player has a choice to spare or kill Cicero, although the latter is more dangerous than it looks, for when the player attacks, drops his wounded facade and fights back with surprising ferocity.
The passphrase is "Innocence, my brother."
After the raid on the Pine Forest Sanctuary, what's left of the family moves to this sanctuary and you have the choice to spiff it up with the 20,000 Septims (Coin) you get from the dead drop after killing the Emperor. In addition, upon purchasing the 'Torture Chamber' addition, the victims held within will reveal treasure spots filled with gold in an attempt to bargain for their own lives. There are four prisoners in total, and each one carries at least 1,000 gold.