Yep, I once got attacked by a dragon while on a mission, it got distracted by the mobs around the location I was about to enter. After a long and unproductive battle (plus a few loads due to death) that included a giant, many necromancers, a regular dragon and a fire antronach (and of course myself) with all but the dragon alive he decided to fly off. Naturally I followed yelling curses because I would get his attention and then lose it again chasing him, at one point I saw the dragon icon for a location (for the first time) and thought he must have come from there and is returning... anyway I caught up, started to fight that one when a frost dragon decided to swoop in (and I was barely holding my own against the regular one :P ), shortly after the frost dragon showed up a blood dragon attacked me for the first time and I found myself in a rather sticky situation. I did take out the regular dragon and took a fair chunk out of the frost one but decided to revert to a previous save because my goal seemed a little unobtainable at the time (probably the only fight I have HAD to run from :P )