The Thalmor wiped out his family back in Valenwood during one of their purges. Since then, he has hated the Thalmor. The Thalmor don't realize who he really is, giving him the opportunity to infiltrate.
Malborn is the inside man in the Thalmor Embassy. He serves drinks at the parties. He offers to smuggle any equipment the player wishes to take into the embassy.
Upon entering the embassy using the invitation provided by Delphine, the player will be approached by Elenwen. Elenwen will start a conversation, asking a lot of questions, but she is interrupted by Malborn. This is most likely so the Dragonborn doesn't get discovered as an infiltrator. When asked for a drink, Malborn will instead tell the Dragonborn to cause a distraction, so the Dragonborn can slip into the embassy unnoticed. Once inside, Malborn will blackmail the cook not to report both the Dragonborn and himself. He will then guide the player to a chest containing the equipment he smuggled in earlier on in the quest. From this point onwards, the Dragonborn no longer receives any more help from Malborn.
After infiltrating the Solar and finding a prisoner, two Thalmor guards will enter the dungeon with Malborn in custody. His cover is blown. If Malborn survives, he will go to the New Gnisis Cornerclub in Windhelm.
One way to rescue Malborn is to kill the two Thalmor already in the interrogation room before grabbing the dossiers from the chest, this will lower the number of attackers and make freeing him easier. Once acquiring the Dossiers, going back up the stairs and hiding in the corner is recommended. This gives a good view of the Thalmor, and if swift action is taken, it is possible sneak attack the Thalmor at least once before spotting the player, possibly killing one (The 'Deadly Aim' sneak perk will almost ensure a kill, if caution is taken; the Slow Time shout can also be very useful) From there, use any means to defeat the Thalmor soldiers. (Chain Lightning may be of use). However, once combat has begun, Malborn will begin fighting his aggressors, so without another target for the soldiers, he will likely be killed.
If he is kept alive during your escape, Malborn can be found in the New Gnisis Cornerclub in Windhelm. He says he wishes to escape to Morrowind, but believes the Thalmor have sent a Khajiit named J'datharr to assassinate him. If you kill J'datharr he will award the player a leveled amount of gold and leave Windhelm. When followed, he disappears when he reaches the Decree of Monument at Refugees' Rest, which means he has crossed the Skyrim-Morrowind border into Morrowind. Though if frost trolls are there it is likely he will be killed.
- Malborn will, most likely, be killed by a Frost Troll, Bandit, or Ice Wolf making his escape.
- If you save Malborn, he will run to a peninsula north east of Solutide where he will idle or run around and fight Horkers until he dies or the player leaves.
- Malborn dies quickly. This may also make him a good candidate for harvesting Bosmer blood for the Discerning the Transmundane quest. Only after helping him escape to Morrowind this is recommended.
- A different NPC named Malborn can be found at the Dead Body Clean-up Cell, which can be teleported to by typing the command "coc WIDeadBodyCleanupCell" (PC only). This "fake" Malborn seems to exist solely if Roggvir survives his execution for too long. In this case, Roggvir will be moved to this Cleanup Cell to be killed by the "fake."