Most out of place thing for me was the Gateway leading into the next province at the edge of the explorable map.
In the southeastern corner if I remember, and an invisible wall keeps me from getting there.
Drives me insane... I know nothing is on the other side... but still.
One is south of Falkreath: it's an open archway and you can travel past it for some time before being blocked.
One is south of Helgen: that's from where the carriage at the beginning of the game is coming. The gate is locked shut.
One is behind a locked gate in Riften: a small paved road inaccessible that leads to a empty archway north of Stendarr Beacon
One is east of Windhelm. There's a paved road leading to it from town
How I wish those gate will be used in an expansion!