Many times people ask where their items are after they have a little run-in w/ a guard. Their items can be found in Evidence chests.

The chests are all labeled Evidence, and are usually guarded. The easiest what to find out where your stuff went, is to stand where you got caught and cast Divine Intervention. That should take you to the closest fort.

Fort Moonmooth-Prison Section, if your items get pinched in Balmora or Caldera.

Fort Buckmoth-Prison Section, if your items get pinched in Ald'Rhun or Ghostgate.

Fort Darius-Prison Section, if your items get pinched in Gnisis.

Fort Pelagiad-Prison Section, if your items get pinched in Pelagiad.

Fort Hawkmoth-Prison Section, if your items get pinched in Ebonheart or Vivec.

Sadrith Mora-Wolverine Hall-Fighters Guild, if your items get pinched in any of the Telvanni Towns.

Fort Frostmooth, if your items get pinched on Solstheim.

Royal Palace-Guards Quarters, if your items get pinched in Mournhold.