I'm noticing a few places where quest markers seem to be missing (unless there are not supposed to be any markers for these people at the following points? They otherwise seem plentiful so I may be taking them for granted.)
First, in the Addhiranirr Informant quest (http://www.uesp.net/wiki/Morrowind:Vivec_Informants), the marker never appears to indicate where the tax collector is located.
In the Rash of Insults quest (http://www.uesp.net/wiki/Morrowind:A_Rash_of_Insults), no marker points to the Archmage.
(Should I edit this post to add any others as I encounter them, or make a new post for each?)