Weather
Rain doesn't come in through the roof and don't kid yourself the Xbox 360 wouldn't be able to handle that.
GodRays, these feature actually costs so much power that there are PC users that do without....Not me but some out ther.
Birds, SkyBirds Mod crashed the heck out of users that downloaded that mod why? Cause ther PC wasn't up to it.
-You get actual birds with package AI in Fo4 that's just plain sick
Better LOD details, way better LOD....its sicking the difference not too mention its 3d LoD...for crying out load ppl are blind or something.
Roughly 10 times the amount of clutter with physics.
-Go play vanilla Skyrim and compare.
2X-4X more NPC's in a Cell at a given time out of the box. You'd have to install a MOD and have Good PC hardware to run that well in Skyrim.
Shadows, are tremendously better...
PhysX from Nvidia, the game makes use of soo much stuff to handle a lot of the special effects that would otherwise not be possible without having to completely spend an entire dev cycle on a new engine set....
->Ya its better cause they used PhysX
So if your PC is choking well get a better CPU or switch to Nvidia Card.
Could go on for pages about the differences between this and Skyrim just on improvements.