Every major city in Cyrodiil has its own guard force, although the Imperial City has the Imperial Legion instead. Each city's guard wears a chainmail hauberk and tabard with their city's insignia on the tabard. In addition they wear chainmail leggings, boots, gauntlets, and a unique light helmet called the guard's helmet. The only exception to this is Skingrad, whose guards use Steel, rather than Chainmail. In addition they wield either a silver or steel long sword, carry a bow, and fine silver arrows. They also carry light shields. To obtain this gear, there are several options. If you can pickpocket a sleeping guard in the barracks, you can take his armor piece by piece. The second option is to kill the guard, but unless you have a very high combat skill, there is little chance of killing them without gaining a bounty. Finally, during the Kvatch missions, as well as the Bruma missions in the Main Quest you fight along side the guards, and can loot their corpses should they die.
The guards ceaselessly patrol the city, as well as standing guard near the gates. There are also many more guards at the castle, where the local jail and barracks are located. At certain times, guards will relieve each other with a short dialogue. The guards all have a captain who reports the local Count or Countess, and these Captains are all tougher than your average City Guard, and may also carry different weaponry and armor. The guards are not of only one race, in fact, the only races not present amongst the guards are the Khajiits and Argonians.
While inside a city, any crime you commit will gain the attention of the City Guards. They will immediately come running when you commit a crime, and offer you three choices, pay gold, resist arrest, and go to jail. If you do not have the money to pay for your fine, or if your fine is particularly high, the option to pay will not appear. If you select to pay gold, the guards will take you to the nearest castle and take the payment as well as all stolen items in your possession. If you opt to go to jail you will be sent to jail for a time based upon your offence. If you choose to resist arrest, the guards will immediately begin to attack until you yield or you are dead. If the guard likes you enough (charm or not) he will instead look the other way and take care of the fine for you. This is only with small fines, however.
In battle, the guards will never run away, and are all ten levels higher than you. They will quickly begin to outnumber you, as they begin to swarm upon you as soon as you commit a crime. Some guards will pull out their bows and shoot you from afar, however if you choose to melee with them, they will usually put away the bow and switch to their swords.
There is some advantage to picking a fight with guards while at lower levels, as it yields fine steel or silver weapons along with a set of light armor (if in Skingrad, it is mixed with heavy), including the city's unique Guard curiass and shield, and the Guard Helmet, which can only be obtained through guards. Likewise, the Legion Horseman's helm, despite it's name, can only be obtained through an Imperial City Watchman.