Using the horse, Shadowmere, as movable storage.
Shadowmere is a hero character, meaning that you can not kill him. Since he is an animal you can loot him when he is knocked unconscious. You can also stock up items on him and they will stay on him throughout the game until you knock him out and remove them.
The steps to do this are as follows:
1. Get Shadowmere (Fort Farrgut) and knock him unconscious (kill him).
2. When he is laying on the ground you can open his body like any normal corpse.
3. Place any items you wish to transport into his corpse's inventory.
4. Let him get up and then go and take him wherever you want.
5. To get the items back you can knock him out and take them out. They never disappear.
You can have items in him for as long as you want. Even if he respawns back at the Fort Farrgut he will still have your items on him.

Achievements
Complete each achievement to get the allotted gamerscore.

Unlockable How to Unlock
Escaped the Imperial Sewers (50) Escaped the Imperial Sewers, Main Quest Beginning.
Closed an Oblivion Gate (50) Closed an Oblivion Gate, Main Quest.
Located the Shrine of Dagon (50) Located the Shrine of Dagon, Main Quest.
Delivered Daedric Artifact (50) Delivered Daedric Artifact, Main Quest.
Destroyed the Great Gate (50) Destroyed the Great Gate, Main Quest.
Champion of Cyrodiil (110) Completed the Main Questline.
Murderer, Dark Brotherhood (10) Join the Dark Brotherhood.
Slayer, Dark Brotherhood (10) Reached Slayer rank in the Dark Brotherhood.
Eliminator, Dark Brotherhood (10) Reached Eliminator rank in the Dark Brotherhood.
Assassin, Dark Brotherhood (10) Reached Assassin rank in the Dark Brotherhood.
Silencer, Dark Brotherhood (10) Reached Silencer rank in the Dark Brotherhood.
Speaker, Dark Brotherhood (10) Reached Speaker rank in the Dark Brotherhood.
Listener, Dark Brotherhood (50) Completed the Dark Brotherhood Questline.
Pit Dog, Arena (10) Joined the Arena in the Imperial City.
Brawler, Arena (10) Reached Brawler rank in the Arena.
Bloodletter, Arena (10) Reached Bloodletter rank in the Arena.
Myrmidon, Arena (10) Reached Myrmidon rank in the Arena.
Warrior, Arena (10) Reached Warrior rank in the Arena.
Gladiator, Arena (10) Reached Gladiator rank in the Arena.
Hero, Arena (10) Reached Hero rank in the Arena.
Champion, Arena (10) Reached Champion rank in the Arena.
Grand Champion, Arena (50) Completed the Arena Questline.
Pickpocket, Thieves Guild (10) Joined the Thieves Guild.
Footpad, Thieves Guild (10) Reached Footpad rank in the Thieves Guild.
Bandit, Thieves Guild (10) Reached Bandit rank in the Thieves Guild.
Prowler, Thieves Guild (10) Reached Prowler rank in the Thieves Guild.
Cat Burglar, Thieves Guild (10) Reached Cat Burglar rank in the Thieves Guild.
Shadowfoot, Thieves Guild (10) Reached Shadowfoot rank in the Thieves Guild.
Master Thief, Thieves Guild (10) Reached Master Thief rank in the Thieves Guild.
Guildmaster, Thieves Guild (50) Completed the Thieves Guild Questline.
Associate, Mages Guild (10) Joined the Mages Guild.
Apprentice, Mages Guild (10) Reached Apprentice rank in the Mages Guild.
Journeyman, Mages Guild (10) Reached Journeyman rank in the Mages Guild.
Evoker, Mages Guild (10) Reached Evoker rank in the Mages Guild.
Conjurer, Mages Guild (10) Reached Conjurer rank in the Mages Guild.
Magician, Mages Guild (10) Reached Magician rank in the Mages Guild.
Warlock, Mages Guild (10) Reached Warlock rank in the Mages Guild.
Wizard, Mages Guild (10) Reached Wizard rank in the Mages Guild.
Master-Wizard, Mages Guild (10) Reached Master-Wizard rank in the Mages Guild.
Arch-Mage, Mages Guild (50) Completed the Mages Guild Questline.
Associate, Fighters Guild (10) Joined the Fighters Guild.
Apprentice, Fighters Guild (10) Reached Apprentice rank in the Fighters Guild.
Master, Fighters Guild (50) Completed the Fighters Guild Questline.
Champion, Fighters Guild (10) Reached Champion rank in the Fighters Guild.
Guardian, Fighters Guild (10) Reached Guardian rank in the Fighters Guild.
Warder, Fighters Guild (10) Reached Warder rank in the Fighters Guild.
Defender, Fighters Guild (10) Reached Defender rank in the Fighters Guild.
Protector, Fighters Guild (10) Reached Protector rank in the Fighters Guild.
Swordsman, Fighters Guild (10) Reached Swordsman rank in the Fighters Guild.
Journeyman, Fighters Guild (10) Reached Journeyman rank in the Fighters Guild.