I've had only one. I had a dragon attack in Windhelm while I was there. Nice epic battle on the steps of the palace.
I have only started getting vampire attacks, and I think I've only had 2 of them. Both in Whiterun. And only one of them was a real attack. The 2nd time, I just saw dead vampire bodies at the city gates.
I've had 2 memorable dragon attacks in unwalled villages. The first was in Riverwood. During the attack, Alvor's wife was killed, and he locked himself in his home in sorrow and mourning for a few days.
The other was at the small town outside of Windhelm (sorry, can't remember the name of the top of my head right now). The one near where you witness
Spoiler Alduin reanimating a dead dragon during the main quest, and have the dragon fight
Well, a random dragon attacked it while I was there. I had Vorstag as a follower. During the fight, Vorstag killed one of the civilians. The family proceeded to put a hit out on me, and of course I got a bounty in Windhelm. So RP wise, I said that Vorstag went rogue, and I dismissed him, sending him back to Markarth while I cleared my name of the murder.
Both of these dragon attacks were pretty good RP moments for my character.