Right ive tested this many times and it definately works.
Go to cheydinhall and go 2 houses down from the dark brotherhood sanctuary the house belongs to an orc (can't remember the name ends in gro-kharz) go in and kill him without gaining to much attention from the guards search the body and u will see 20 steel arrows now put some of your own steel arrows on the body then take all the steel arrows he has you will get the arrows but they will not disappear from his body you can take as many arrows as you can carry and go back as much as you want until the body disappears (i got about 1500 before i was over-encumbered it tooks about 30 seconds to get that many) (IMG:
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:note: although this definately does work it may not work immediately if it doesnt work then load the autosave from going into the house it wont take any more than three attempts. Let me know how you get on i wana know if this works on all of them.