In order for the "door that does not take you to a load screen" glitch to work, there must be an NPC/monster on the other side of the door. This method requires access to the Arcane University, and apprentice level or higher in illusion magicka, but I found it somewhat less difficult to pull off than the other method. Just go to the Arcane University and create five pieces of chameleon armor or apparel. Go to any inn. The innkeepers never leave their posts. While invisible, walk behind the counter, enter sneak mode, and walk into the wall directly behind the innkeeper. A few hours later, commence with the murder and mayhem. Holding the controller in place with a paperclip works great.