Box art - The Elder Scrolls V: Skyrim

The Elder Scrolls V: Skyrim Making a Stash of Arrows

If you pickpocket someone who shoots target dummies with arrows and take whatever arrows they were using (usually iron or steel) and give them 1 of the arrow type you want infinite of, they will shoot that type of arrow instead. Just collect them as they hit the dummy and you can build up a nice stockpile.