I could have sworn I saw the player character in one of the pre-release gameplay videos scream "DOVAHKIIN!" while absorbing a dragon's souls.

80 hours in and 30 dragons dead, I've no seen this happen. (Hell I've only seen 1 single special kill animation on a dragon too.)

Has anyone seen this happen or was it removed from the game?

Yeah that was in one of the gameplay demos. The soul gathering in itself is rather underwhelming if you ask me.

I think I've had the special kill animation 2 times now in 15 dragons. So i guess it happens around 10% of your kills.

Yea, I was hoping for some much more. Even if it just meant my cahracter throwing his arms up and roaring in victory. As it stands its just anticlimactic.