My first real wtf moment was when I was making a little tour through the companions hall (whatever its called), sneaking and stealing from the sleeping companions. To train my pickpocketing I steal almost everything and then drop the not-so-valuable stuff. It so happens that I steal an iron shield and drop it.
There's a loud 'CLUNK' in a room full of sleeping warriors - and I think to myself '[censored] I hope the AI is not good enough to register that noise and catch me stealing'.
Well, as I think that, one guy wakes up and gets out of bed. I start sneaking away like I wasn't even there, but sure enough the guy follows me...and says:
'That armor u dropped... can I have it?'
I say sure go ahead. (laughing my ass off)
He keeps standing there staring at the dropped shield with longing eyes... (cant take it cause its stolen I guess

Second one...
A friend is visiting, I am in windhelm and decide to show him some fancy magic in skyrim so I start blasting away at the guards with my expert and adept level destruction spells. after some cool ice storms and a few fireballs impressively send a few guards flying, there are no targets left.
I look around for a target to show my incredibly sixy new thunderbolt spell and see a chicken wandering across the street.
As I blast it away and it flies off into the distance with a beautiful crackling lightning, a message pops up at the top left:
"Last Witness killed - bounty removed"!