Probably watching Lydia being slaughtered by Falmer
Your turn, go!
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In Skyrim one time I was exiting a mine on a cliff and I saw an elephant (or whatever they are called) randomly appear in the sky over some woodland and drop down.
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Cheese for everyone!
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Watching a sabre cat start spinning in circles after I hit it, and watching it fly away like a helicopter.
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I just finished the dark brotherhood, and got Shadowmere. I travel to riverrun to do a quest or something, and as soon as I get there a dragon spawns over a bridge outside of town. I get off shadowmere and the dragon takes off. The dragon bites grabs shadowmere, flies off and I've never seen Shadowmere since.
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I was fighting the imperials alongside the stormcloak army, when shadowmere runs into the fortress, slaughters everyone, then walks away.