This has happened to me three times now, so it appears to be an actual glitch, although by no means game-breaking. On exiting caves (I don't know if it's specifically caves, but it happened to be caves all three times), sometimes the last unlooted corpse I had killed in the Skyrim world cell (killed nowhere near the cave) will appear at my feet (once this was a dragon, whose bony corpse fell from the sky at my feet - pretty dramatic). In addition, my horse was found waiting outside each time even though I had neither ridden not fast-traveled there. So I suspect there is something amiss in the "on-exit script" somewhere.

I realize that 9 out of 10 bug reports here are not bugs, but I think I've found one that could be easily fixed.