As you travel through Skyrim, you will sooner or later some across one of eleven treasure maps spread throughout the land. Each of them can lead you to a treasure full of valuable items. What's interesting is that the corresponding chests appear only after you find a proper map, therefore you can't just head out to find one.
As finding all the maps can be very problematic, I've described their locations, also pointing to places where you can find the treasures themselves. This isn't necessarily a quest (it doesn't appear in the journal, J button), though it's quite interesting nevertheless.
Fort Neugrad Treasure Map
South-east of Helgen, at the bottom of the mountains, you can find Fort Neugrad. The bandits inhabiting it are no different than all the other roaming Skyrim, with standard weapons and skill. The interesting thing about them is the treasure map. You can find it on the roof of the main building which you can access by previously slashing through the enemies. In order to reach the top, you need to enter the building and afterwards go up the ladder. The map is in the chest (screen below).
The sketch on the map clearly points that the treasure is nearby the fort, behind the lake. Note that the top of the map isn't north, but east - it should make your search easier.
Head out of the fort, follow the path round the lake and go up the mountain. Between three rocks on one of the slopes you should find the treasure chest (screen below).
Treasure map I
You can find the first map at the very beginning of the adventure. It's in the inventory of one of the bandits from the camp south of the first Guardian Stones that you come across (location pointed by the cursor on the screen below).
Kill the bandits and take the map from one of them. The drawing on it will points to the location beside Riverwood, north-west of a small island in the middle of the river (screen below).
There, at the bottom of the mountains, inside a tree trunk you will find the chest (screen above).