I wish I could explain why Christopher Walken's unique cadence makes listening to him so enjoyable. Instead, I fill my days watching YouTube videos of imitators applying the actor's voice to all manner of vision -- in this case a tutorial on unlocking the "Golden Touch" achievement in Bethesda's Skyrim.
I can imagine the real Walken playing a dual-wielding petty thief, though surely by the time he reached Riften he'd have figured out picking the pockets is a poor way to make cash. It's OK, he tries his hand at stealing horses instead, though that, predictably, does not turn out as planned.
This video is part of a series, cleverly called "Christopher Walkenthroughs", a bunch of which can be viewed on the appropriate YouTube channel.