During the execution scene when you first enter Solitude, right after Roggvir's head gets cut off, if you watch his face, you can see that his eyes remain open, blink once, and then close. I thought this was very cool, as it reminded me of the experiment the real world scientist Antoine Lavoisier did during the French Revolution, where he picked up a victim's head right after it was severed, and observed how long the head could survive on its own. Apparently it blinked a few times, then lost conciousness.
Whether or not this was purposely done by the developers, or just some random glitch, it was quite a surprise! Either way, it'll be another small piece of immersion that adds to the already amazing world of Skyrim
