Indeed, Skyrim has had some, uhh... Interesting bugs. The one which caught me most by surprise was when I saw someone swimming through the air in Dawnstar.
But my vote has to go to a bug I came across in Half-Life 2. Got lost at one point in Ravenholm, I think it was. There were bodies hanging above a street, and I had gotten myself turned around and was getting bored looking for the way to continue. Was shooting stuff with the revolver randomly until I found my way again...
Anyway, shot one of the bodies, and it started spazzing out. As in, it swang a little bit, then moved so fast that it was detached from the rope, and was bouncing between the other hanging corpses, hitting them around. After a few seconds, it slowed down, re-attached itself to the rope, and stopped moving, as if nothing had happened.
I tried it again, from a ledge a bit closer. Many shots wasted, didn't happen again. Finally, I shot it in the head, and the same thing happened. The corpse was flying around again (so fast that it looked like it was just appearing in random spots on the screen), and managed to hit me. Not only did it hurt, but it absolutely catapulted Gordon into the wall at least 20 metres behind him, killing him instantly from full health.
I've never managed to re-create that incident, no matter how I try. But good lord, if it doesn't count as the most mind-blowing, it's certainly one of the most random and funniest bugs I've come across. XD