So, I killed a few imperial guards who were transporting a prisoner a few days (In game) ago, and when I came back just now, the graphics for their swords were floating in mid air. They weren't physical, though. Anyone else experience this?

Edit: Just past Riverwood, near the the little town heading towards Winterhold.

Yes.
Not just weapons, also ghostly remains.

happens to me all the time. they go away eventually though, eventually....

If you are away long enough for a respawn I suspect.
Those ghostly remains I wrote about are still there at Winterhold, as the Winterhold college is my main base of operations and loot stash.