Part of the quest has you access the house, after of which you can speak to Jorlief in the Palace of Kings, who will sell it to you. How to unlock: Complete the 'Blood on the Ice' quest in Windhelm, which you can trigger by heading to the graveyard past midnight.
Location: This is in the North West corner of the city, opposite the House of Cruel-Sea. How to unlock: To purchase it, talk to Proventus Avenicci in Dragonsreach (we found in him the Living Quarters) after you've completed the Dragons Rising story mission. Location: From where you enter Whiterun, it's the second building on the right, after Warmaiden's.
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