Duplication of Arrows
You'll need: one of the last pickpocket perks (I'm not sure you need the one to take equipped items or weapons) and an arrow you want to duplicate. Approach a guard shooting arrows at a dummy, and save your game. Then, take the steel arrows from him and give him the arrow you want to duplicate. The guard will have no choice but to start using those arrows, and as you may know, guards do not ever run out of arrows.
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