After completing To Kill An Empire, two Penitus Oculatus Agents will start guarding the entrance to Castle Door alongside the regular Imperial guards.
There is a Penitus Oculatus outpost in Dragon Bridge.
A Penitus Oculatus agent can also be shown as the author of a contract.
The Penitus Oculatus (and possibly the blades) are likely based on the Praetorian guard, a secret force in the Roman empire formed to protect the emperor.
After the Dark Brotherhood questline, some of the remaining Penitus Oculatus can be killed without acquring a bounty. Strangely enough, the town guards assist in killing them. They are also immobile and respawn. They will not attack you if you go near them, but will appear as enemies.
If the Stormcloaks take Solitude, several non-hostile Penitus Oculatus Agents can be found around the city. Attacking them may incur a bounty, but the guards will not intervene.
After the Dark Brotherhood questline, 2 or 3 agents may appear stuck on the staircase at the end of the path followed out of the Emperor's Tower. They will appear as enemies, but they won't react to attacks, and killing them doesn't result in a bounty
Fast travel isn't allowed while inside Solitude until they're killed