I have unlocked a few fences along the way in the Thieves' Guild but I can't remember who they were or where they are. Does anyone have a comprehensive list of all the fences in Skyrim?
There is a quest you do for Tonilia where you gain the allegiances of the Khajiit caravan that wanders Skyrim. Afterwards they will also act as a fence for you, although this is less usefull than those listed above as the caravan's location is constantly changing. The quest isn't showing in my list of completed quests so I'm assuming it's a miscellaneous quest.
Endon, in Markarth is also a fence.
To add to the other answers, the UESP wiki has a list of all fences in the game in its Thieves Guild article.
Other fences not yet mentioned by other answers are:
- Atahbah - Roams Skyrim in a Khajiit trading caravan with Ri'saad, seen outside holds.
- Ma'jhad - Roams Skyrim in a Khajiit trading caravan with Ma'dran, seen outside holds.
- Zaynabi - Roams Skyrim in a Khajiit trading caravan with Ahkari, seen outside holds.
To acquire the services of the above fences, you must finish the Thieves Guild Caravan Fence Quest.