I had the funniest glitch (though you probably had to be there to find it funny) recently. I was traveling near Winterhold where you go to try and find Karliah with Mercer Frey during the Thieves Guild and out of no where a dead horse came from the sky and landed in front of me. It startled me like crazy and then I laughed for a minute or two. xD I thought it could've been a giant hitting it but near Winterhold, there aren't any giants.
My brother also had a glitch happen to him when he was on the Throat of the World. (I didn't see it, he just told me about it) While confronting Paarthunax, during the middle of one of his monolouges he got up and span in circles into the sky until his voice coudln't even be heard anymore (my brother uses captions since he's 50% deaf) and then flew back down morphing into the mountain, still going in circles.
And as of fixed glitches (Patch 1.4) they finally fixed the Thieves Guild quest where Brynjolf was stuck in the stall in the center of Riften, distracting the market people. I finally was able to complete the Thieves Guild on my main account.