In the games files there is an unused Pit or Arena Called "Windhelm Pit Entrance". Entering the Pit spawns 2 Argonians (Both Male), Nords, Dark Elves and Imperials NPCs, They are all called 'Pit Fans', who are supposed to be spectators. It is believed that Windhelm was going to have an arena at some point of development where you would face against animals or NPC Bandits. There are also Pit guards who are fully voiced, but they cannot be viewed during normal gameplay. The place can be viewed by entering the console commands "coc WindhelmPitEntrance" and "coc WindhelmPitExterior".