Alternatively, award for most awesome, albeit completely useless, thing goes to the zombie goat. It's standard combat tactics to protect its master? Run away.
I was also somewhat amused (and slightly miffed) when I was ambushed by one of the randomly spawned dragons out in the wilds and half way through the combat it decided that some nearby mud crabs were far more dangerous enemies and engaged them instead. Another dragon attacked me when I fast travelled to one of the stables outside a city, and I was ably assisted by my trusty steed in bringing the beast down. It's quite something to see a horse attacking a dragon.