In the Cencus and Excise building where you get your papers signed, there's a pantry with a few boxes and sacks of grain. I got stuck in this room and wasn't able to leave through the door.
I went a bit further into the room and got stuck behind another invisible wall closer to the back of the room (opposite the door).
EDIT: I just noticed an issue already stating this, apologies!
Duplicate: http://morroblivion.com/invisible-wall-in-census-and-excise-pantry