For example, I fast traveled to Windhelm Stables and had two wolves and a bandit with me. Non-hostile, no reactions from anybody else. At this point a dragon attacked. One of the wolves died, but the other and the bandit helped kill the dragon. After that they traveled anywhere I went, but only if I used fast travel. I even nicknamed them, "Smokey and the Bandit."
I forget how I lost the wolf, but the bandit died at the fort west of Whiterun. Apparently when I attacked his buddies it snapped him out of his daydreaming and he attacked me.A day ago I decided I wanted some Forsworn gear for enchanting, so I went to Karthspire Camp. Got all I needed, but when I fast traveled two non-hostile Forsworn came with me. Again, the first time they showed up, a dragon attacked. One Forsworn died in the attack, but the other survived, and still shows up whenever I fast travel.

What has arrived with you when you fast travel?

Sounds buggy as Hell. 
when fast travel: two bandits, marauder-mage, one bandit-like npc and... Esbern!!! Than quick fight and Esbern go to the... I don't know... maybe to greybeards.