Are the trees in the Mammoth shot missing shadows? The ones in front look really odd.
Maybe it's too far away to draw a shadow for performance reasons...
I'd say it's pretty clear the trees in the close background don't have shadows.
My explanation for it is that it's outside the "shadow view distance", since we can see the mammoth's shadow so clearly.
Every game has one of those. I just didn't expect Skyrim's to be so short. What I worry more about how the shadows will "pop up". If not done smoothly, it could be a huge immersion breaker.