1. Falling through the ground at inopportune times (Especially in Vivec): This happened to me atleast 3 times in the course of 3 days. I've heard that it may be hardcoded into the engine and that the engine itself is liscenced and Bethesda may not have access to it. If this is the case, the one who holds ownership of the engine should be informed of the problem and hopefully they will fix it.
2. Vendors thinking other stolen goods are ALWAYS theirs: To put it in a better perspective, I stole the soul gems from Galbedir in the fake soul gem assignment, and now whenever I hand her a valid Grand Soul Gem to enchant with, she thinks it's hers. This could be either a theft deterrent or a bug, but if it is a bug, they should be informed of it.
3. The infamous "Soul Trap" glitch: Through some fluke people can abuse Soul Trap to get infinite durations on spell effects.
4. Never 100% spell magnitude when casting beneficial spells such as Chameleon on others: I once made an amulet with 100% Chameleon for 24 seconds so I could have my summoned creatures take care of the Ordinators while they chased after me, but, as it turned out, the Chameleon does not work at 100%, it seems to do so at about 75%, which helps a little, but still makes them too easy to be killed... The same deal goes for Sanctuary, luckily, I didn't save after I made the Sanctuary amulet, I could revert back and make a different one...
5. Bound weapons causing massive skill boosts: Somehow, through training my conjuration skill, I managed to get a 115 skill in Short Blade and Marksman just by casting Bound Bow/Bound Dagger, I'm not exactly sure HOW it happened, but it does kind of ruin the fun of training in the skills when you never miss...
6. Drained attributes not recovering fully when wearing stat boosting items: For instance; I have 75 Strength and 75 Endurance; I have an item that adds 5 to Strength, so now I have 80, and it displays the bonus as 80/75. So I get diseased and lose 20 Strength and 20 Endurance. Now I have 60 Strength and 55 Endurance. So I goto the shrine and cure/restore my stats, but I didn't get the bonus refilled, it shows the Strength as 75/75, not 80/75 which it should be; and whenever I take off the item that gives the bonus, I lose 5 points of strength from my original, leaving me with 70/75...
7. Dropping gold and paying Thieves to remove Bounty for free: I've never used, but I've heard it being done, so I don't have any actual proof of how it's done.
8. Shadows going through floors: Going through multi-story buildings, you can see the shadows of the people above you on the wall of the level that you are standing in. It's nothing major, but it is disorienting.
That's about all I can think of off the top of my head besides some small spelling errors (Your have trapped a soul
...).