hes there sometimes between 10 pm and 5 am i think.
During the Dark Brotherhood quests, you will be given a power, which when you use it summons Lucien Lachance to fight for you
oblivion players will know who he is
Also Miaq the liar is around again, as in oblivion he wanders around speakin bullshit with some hints to the game in there, and yes he mentions callipers again lol
Cant remember where i saw him but will update if i see him again, but seems to be random so could be anywhere, anytime