Yeah, the first one in this playthru paved a landing strip there by the watchtower when he crashed and burned. And I've had a couple of others crashland. I *think* that'll only happen if you kill them in flight, which (unless you're ubered and/or playing low difficulty) generally means two circumstances: the AI can't find a place near you to land and, thus, it stays in the air past its usual 1/4-1/2 health; there's a lot of ranged allies helping you (e.g., several guards with bows or maybe mages at Winterhold).
Also, I don't *think* dragons will actually spawn inside walled cities (i.e., the five major holds). You know how npc's follow you thru doors if you open them mid-dialogue? Well, something similar can happen if the dragon has spawned in that outer-city cell and follow you into the inner-city cell. It's rare because there's usually a relatively small window between it's presence in the cell and the player's awareness of it ... but, well, you get the idea.
Yeah I can see that happening. But the Dragon was nowhere around outside the 1st time.. that's WHY I went inside. Then moments later just comes swooping in.
Same thing just happened again basically, I was outside (@Merryfair Farm) and sprinted to Riften's door. No dragons in sight.. go inside. Start getting close to marketplace, AGAIN, and then here comes Mr. Elder.
The whole dragon crash thing was AWESOME. I've never seen it in-game before. Just svcks cause after I killed it and took the scales/bones.. I got overencumbered quick as hell. Decided to just store all the bones/scales I had on me on the Skeleton. (I had like 6 Bones, 12 Scales) Go back to find the Dragon's Skeleton.. and it's gone. So is the big canyon path it made on impact.
LUCKILY I got a pic of it before all that disappeared. ^.^