I had this happen to me once too, but it was coming out of a cave, and it was a frost dragon.
Also once I found an Orc woman while traveling from Whiterun to Riften. I saw I could buy stuff from her so I checked her inventory, it was all Skooma and moonsugar. I backed out of the inventory screen and she instantly fell over dead...I guess she couldn't sell skooma to save her life...(first post and I include a horrible joke yay me.)

I had a dead alchemist fall from the sky lol

Running around up north area, I came across a mammoth stuck in a mountain. Half of it was visible and the other half was in the mountain. I found this on two separate play-throughs with two separate characters. I haven't tried looking for it with my newest character. I thought that was kinda weird.

I was just outside of Alftand about to fight a Troll, when suddenly a dead horse comes flying down the mountain side. Im a bit disappointed it didn't hit the Troll.
Also moving mannequins are weird and creepy.

I was just going to Yngvild and had to swim to across the sea. I look underwater and sea a fox swimming underwater. Probably a glitch of some sort, but still pretty damn weird and hilarous.

I seem to have missed out on a lot of the "weird" stuff. Though the other day I was wandering along and up ahead there was a giant and two mammoths. Suddenly one of the mammoths fly straight up into the air, and straight down again, then keeled over dead. The giant and other mammoth just carried on walking like nothing had happened.