This is in Elder Scrolls setting before Skyrim as the party enters a good sized city. The party is going through the marketplace as our Khajiit gets the bright idea of setting up a Skooma stand in the middle of town in the marketplace. As you could guess, he gets arrested and thrown in jail. He soon breaks out and comes back to the party. Paladin wasn’t too happy and drags him back to jail. He breaks the Khajiit’s tail and leaves. You would exect that was it, nope. He steals the keys, sneaks past the guards, goes to the evidence locker and gets his stuff. To add insult to injury he puts the key in the box his stuff was in and leaves a note saying ‘Better luck next time.’ before escaping and getting out of town. The whole table was laughing from this.
Moral of the story: Khajiit is innocent of these crimes, no cage can hold Kahjiit.