I got three weird ones, haven't heard of them before so they might be unique or whatnot.
The first is that I was in Riften, grabbing a bounty from a dragonslaying job, and as I approach Mistveil keep something most curious catches my eye. The castle walls are all gone. The doors are still there, just none of the walls. So, being the very serious person I am I saved my game... and ran through the un-walls... and fell out of Riften, I then spent the next hour running and shouting around a near-featureless Skyrim. Curiously, Odaving still came when called and I could still create a storm (no lightning strikes though). So after a while I grew bored, and infinitely lost, and reloaded my Riften save to find that the walls had been rebuilt.
The second, I found riotously hilarious. Alright, so my character already finished the companions, and got rid of werewolf status (I'm high level and I need the resting bonuses to get anywhere at this point). Anyways, I go to darkwater crossing to finish up the last bit of delivery sidequests for the npc residents. So, I walk out of the cordunum mine and what do I see but Skjor! Yes, good old dead Skjor... traveling slowly over the ground with invisible greatsword in hand and everything from his waist down merged into the land. So, I, out of intense curiosity, decide to follow him as he makes his painfully slow trip across Skyrim. Needless to say, it was an interesting trip, turns out that bandits are unable to attack handicapped zombies but the feeling isn't mutual when I watched him butcher a fort full of bandits without one of them raising a hand (invisibility potions for observation purposes). After a few hours of this (I found myself enthralled by him) I decided to test my luck and proceeded to murder him, as a vampire with a torch, at which point he vanished into nothingness.
One of my sub-characters joined up with the legion and ended up killing a fort full of stormcloaks, finding in the process the best invention ever. An alchemy table built into a workbench!
Short version:
1. Fell out of Riften and traveled the world of shapeless polygons.
2. Watched half of a dead nord werewolf ghost butcher bandits before killing him.
3. Alchemic workbench win.