After Mercer Frey's betrayal of the Thieves' Guild is discovered by the Thieves' Guild members, speaking to Delvin Mallory yields the following conversation:
It's like the Dark Brotherhood all over again.
But from what I've seen, it seems that Delvin has a good relationship with the Dark Brotherhood, and a good relationship with their leader, Astrid, at that.
So what does he specifically mean by that line. Does he mean that at some point in Skyrim, someone in the Dark Brotherhood betrayed another in a serious way? Was it something that was done towards Delvin?