On my first character, Lydia and I went exploring west of Whiterun. I was jumped by a pair of sabrecats, killed one, turned to deal with the second and used a shield bash. Unfortunately, Lydia was between me and the cat and was down on one knee but I had loosed my attack before that registered. Oops.

On another character, I finally became a bit annoyed with her sitting in my room all the time. So I used the console to disable the chair by the door. After that, she stayed in her room, occasionally walking over to the top of the stairs, but that's it. Spawn a chair in her room and she'll stay put forever.