Lots of Arrows
After completing The Thief quest, you can loot Golena Sadri for 50 powerful arrows, but don't dispose of her corpse. Now loot her body again, and the arrows will reappear, which gives you access to an unlimited supply of Golena's Arrows. This can be repeated an unlimited amount of times. However, her body will disappear if left alone for 3 game-days, so make sure you've taken all the arrows you'll ever want before you leave her. If you can't carry that many, just dump piles of arrows on the ground nearby - these will stay forever.
Shadow Glitch
After completing "The Thief" quest, numerous shadow characters appeared in various locations, on the stairs on the opposite side of the Craftsmen's Hall in Godsreach, and if you go into the Craftsmen's Hall, everybody in it has rearranged body parts, except for the enchanter Elbert Nermarc. No interaction with these mysterious shadow characters was possible. This may not work on all PCs.
Invisibility Glitch
Similar to the above one, and possibly related, when you talk to Elbert Nermarc during The Thief quest, and ask about "Golena Sadri" as soon as your journal is updated everyone inside the Craftsmen's Hall turns invisible, though this is not an invisibility spell. All characters in the hall still are there, you can feel them (you cannot walk through them), you can hear them (they will still say things when you get close) but they are invisible. You cannot talk to them, since you can't activate them, and you can't use console command's on them since you can't click on them in console mode. You can still fight them though.
A similar thing happens when you use the "sethealth 0" command (maybe also with other commands) on any of the Dark Brotherhood members in the Old Mournhold: Manor district, Moril Manor. This one will die, but all other ones will turn invisible, which is extremely annoying, having to fight a lot of invisible assassins. The best way is to use stereo sound, as Morrowind's 3D sound system makes it possible to hear where they are when they make a sound.
Lots of Darts
After killing a Centurion Archer in Bamz-Amschend it will go through a short death animation where its head will fall off. While it goes through this animation the script that restocks its ammo will continue to run AND you can loot it. If you are fast you can loot it repeatedly for a lot of extra darts. This is especially useful when acquiring the rare Dwarven Shock Dart during the Investigate Bamz-Amschend Quest. If the archer is knocked out before being killed it extends the length of the animation slightly, allowing for more looting.