My PC recently lost its main hard drive, so I lost all my Skyrim stuff with it, and cannot remember where this place is, but I do have a screenshot.
http://i81.photobucket.com/albums/j215/aussie500/Skyrim/IronbindOverlookpotions.jpg~original
This impressed me, not only because it was unexpected and easily missed, but I had to work out how to get those potion bottles off there. In the end I worked out to get them three different ways, although one I lost a few.
In Dawnguard there was an egg hunt in part of the Forgotten Vale that had me diligently hunting eggs for a while, one of them near the bridge to the Inner Sanctum was also hard to get and I only found one way to do it. I suspect the same game designer did both challenges.
Skyrim's chicken necromancer was also a find easily missed.
There is also the usual skeletons with a story, or the item cleverly hidden under some baskets, or on top of a fireplace, certainly Dragonborn and those pendants had us hunting all over the place for little finds.
The special pickaxe if you went exploring up high.
All those shrines that are not marked on the map.
One of those treasure maps still has me defeated I think. Will have to dig them all out of storage and check.
The cold Prison way out in the middle of no where. That cell with the light in it had me trying all sorts of spells.
And there are tons of other things.