User blog comment:DarthOrc/Dragon Attack inside Whiterun/@comment-4712846-20120531011037

Dragons are sometimes able to, well... I've seen them 'Shifting' realms, as we all know, Cities like Whiterun and Riften have no NPCs or Towns beyond its walls, if you've ever noclipped there. Dragons apparently can attack the outside and inside of the town with the Guards outside of the gate being unable to pursue it into the town, and the Guards inside unable to pursue it outside. This could be glitch or coincidence, but Dragons can definetly attack towns.