He was in whiterun for me too - although I had somehow picked up a misc objectives saying to challenge Sam to a drinking contest in the Banned Mare in Whiterun - can't remember how I picked it up though - sorry!
Games Completed (1000/400) -- 27 and counting
20K - 28/12/11 - Skyrim: One With the Shadows
25K - Saints Row III: Hack the World
30K - Sims 3: Botanical Perfection
35K - XBONE Minecraft - Adventuring Time