Speaking with him will reveal that his Moon Amulet was stolen during a bandit raid on the caravan, and that he wishes to have it returned, since he says it is special, for he received it from his mother when he was just a cub. Waiting outside the gates of a city prompts them to appear at least once a week.
The caravan travels between Dawnstar and Riften, sometimes passing through the Labyrinthian. When dismissed from being a follower by the Dragonborn, he returns to the caravans. As a member of the Khajiit Caravans, Kharjo travels the many trade routes of Skyrim.
