[ I wrote this originally on the Reddit teslore forum, but it seems like it might be relevant to people's interests over here too. For, uh, different reasons, admittedly... ]
Has anyone else entertained ... unworthy thoughts shall we say, regarding exactly what went on between Elenwen and Ulfric during the time he was in the hands of the Thalmor? Some of the wording in his dossier seems to hint at this, however obliquely.
I should probably add that I did a quick google before broaching this topic, and it seems that there's at least one smutty fanfic story based on this premise. That's not what I want to do here. Rather I want to split some hairs, (most of them exceedingly fine) over the wording of Ulfric's dossier.
Speaking of which:
Description: Jarl of Windhelm, leader of Stormcloak rebellion, Imperial Legion veteran
Ulfric first came to our attention during the First War Against the Empire, when he was taken as a prisoner of war during the campaign for the White-Gold Tower.
So, looking at the UESP timeline for the 4th Era, the sack of the Imperial City took place during 4E174. Later the dossier later mentions that Ulfric was taken before the city fell, so let's assume that was earlier the same year. This is twenty-seven years prior to the destruction of Helgen by Alduin. If we take Ulfric's age then as being 45 then he'd have been a lad of 18 years when this happens, and probably not long with the Legion.
Under interrogation, we learned of his potential value (son of the Jarl of Windhelm) and he was assigned as an asset to the interrogator, who is now First Emissary Elenwen.
And so we know that Elenwen was his interrogator.
He was made to believe information obtained during his interrogation was crucial in the capture of the Imperial City (the city had in fact fallen before he had broken), and then allowed to escape
The most important detail here is thrown in almost incidentally. They broke him. I know a lot of people like to think the best of Ulfric, so let's be clear about this. Elenwen broke Ulfric. And Ulfric gave them all the information they would have needed to take the Imperial City. That's how far down they ground him. The information wasn't of much use to them since the city had already fallen, but of course Ulfric didn't know that. He betrayed the Empire and the Legion to which he had sworn loyalty. Elenwen later telling him that his information had caused the fall of the city was just the icing on the cake. For someone so driven by honour, the shame of this must have been almost unbearable.
And then they let him go.
Why? Not because they had no further use for him, certainly. They let him think he had escaped, I would guess, so that he could plausibly re-integrate himself into Nord society without creating undue suspicion. Ulfric probably hoped he'd have time to catch his breath and rebuild his self-esteem a little. He didn't get it.
After the war, contact was established and he has proven his worth as an asset. The so-called Markarth Incident was particularly valuable from the point of view of our strategic goals in Skyrim
So, the war ends in 4E175. The Markarth Incident was in 4E176. In the time between, two years at most, Ulfric was contacted by the Thalmor and proved his worth to them as an asset. The future Jarl must have been a busy little boy in that short space of time. Of course, the question here is why did he co-operate at all?
Going back to the dossier, I cut that last quote a little short:
The so-called Markarth Incident was particularly valuable from the point of view of our strategic goals in Skyrim, although it resulted in Ulfric becoming generally uncooperative to direct contact.
The UESP timeline has an interesting comment on that:
Ulfric is arrested when the Thalmor discover the open worship of Talos. Ulfric and his men are eventually released, but the incident kindles what will become the Stormcloak Rebellion.
So, why does Ulfric co-operate with the Thalmor before Markarth, and the then refuse afterwards? It's almost as if he felt betrayed when they denounced him. Interesting.
While we're on the subject of Ulfric's co-operation with the Thalmor, there's an interesting exchange between him and Elenwen during Season Unending:
Elenwen: "After all, it's not the Thalmor that's burning your farms and killing your sons."
Ulfric: "You know exactly... no. Not this time."
What was he going to say, I wonder. He sounds like a man who caught himself about to say something that would have proved more damaging to himself than the person he was addressing.
A little bit more from the Dossier:
Operational Notes: Direct contact remains a possibility (under extreme circumstances), but in general the asset should be considered dormant
So even after all this, a quarter century after he apparently broke with the Thalmor for good, the Thalmor still think they can control him. And I find myself wondering why.
Why, after all this time would Ulfric do as they say? He's had ample time to recover his sense of pride, self-respect and honour. Any attempt at blackmail would be dismissed as obvious Thalmor lies by his supporters and he is a brave man, unlikely to be cowed by threats of assassination, even were he not so well defended. How can they possibly think he might once again co-operate?
I think it's personal. I think he has, let's say "feelings" for Elenwen.
Sounds unlikely, I know, and I will concede that some of this is tenuous in the extreme, reading a lot into a very few words. But Elenwen strikes me as the sort that would use any means available to attain her ends. I think that would most certainly include the use of sex to control someone. And Ulfric would have been ripe for it. Still very young, he'd already betrayed everything he loved. And just when he'd lost everything, when he was at his absolute lowest ebb, Elenwen showed him just a little kindness. A way to recover some small sense of self worth.
I doubt they were ever lovers in the normal sense of the world. I expect Elenwen played dominance games, keeping Ulfric down even as she taught him to obey. But I think that's how it was between them, with Elenwen cooly controlling and Ulfric torn between love and hate and wracked with shame at the same time.
That's why they were able to re-establish control so easily after his "escape". That's why he took Markarth so personally. Elenwen had betrayed him. He thought he knew who he was, he thought he had some worth as a Thalmor double agent at least ... and then she showed him just how little value she placed on him.
And that's why, even after all this time, Elenwen believes that if absolutely necessary she can still call him to "heel". Probably literally. And she may be right; after all Ulfric has never taken a wife in all his years as Jarl. It's almost as if no woman could ever measure up to the one he can never have...
Thank you all for your attention. If anyone needs me, I'll be over there, hiding behind those specially reinforced, flame-proof barricades
 The UESP doesn't have an obvious reference for this, and I can't support it personally. Feel free to either confirm the information, or else take with a grain of salt, according to taste.