Try this.

1. Train guards in a city.

2. Move your Sovereign into that city.

3. End the turn.

4. Move the Sovereign out of the city by clicking the little "up" arrow on their portrait.

5. Move the Guards out of the city by clicking the little "up" arrow on their portrait.

6. Sometimes the portrait will not disappear and the guard will not appear on the cloth map, then if you click away from the city and back onto it, the portrait will no longer be there.

This seems to happen most often when there's a farm adjacent to the city. Maybe the guard got tired of being a peon and decided to go back and beat his sword into a plowshare.

http://pastebin.com/m27d42754