While venturing up a mountain off the main road to Winterhold, which leads eventually to Mount Anthor, I was attacked by an Undead Goat. It glowed green and disintegrated into ash upon its inevitable demise.

This isn't some kind of rare random event, right?

I'd wager a Spriggan had enthralled it.

I think it is a leftover from a fight between a Spriggan (which is a random encounter) and possibly a Necromancer or Vampire (Fort Kastav is fairly close, and Mount Anthor does have two Conjurers before the Dragons spawn at Word Walls). I have not seen an Undead Goat in that area myself.

It's a possibility. I've never known Spriggans to live in Winterhold, though, let alone on snowy Mountain passes, and I did look around for corpses, clues of some kind; no Necromancers, Vampires. Besides, wouldn't the Goat die along with it's 'master'?

There's a dead goat about south of Windhelm that is always there, and you can't resurrect it via console command or through a scripted resurrect spell..

Haven't ran into an undead goat yet.

Spot on I'd say.

I've been attacked by spriggan enthralled deer!

Me too. I'm regularly attacked by deer, elks and other animals that are ordinarily non hostile and have weird green glow on their robe. I've also seen this green glow on a dragon once. I didn't know that spriggan could control dragons.