I've had a few bugs pop up to, but nothing as interesting as donkey girl.
Yesterday I had a bounty mission where as I was going to pick up the hogtied bandit, one of his buddies shot him (aiming for me I assume... if not, well, who needs friends like that) and he died. I ended up picking up just air.
I couldn't put it down or on my horse either. I could drop it back at the body's location, but when I picked it up again.... air.
Also had the NPC soundtrack drop out when I was playing poker in Armadillo. That, however, was a blessing as I was trying to get my outfit scrap and their constant chatter was fairly annoying.
I've had the naughty stagecoach and glitch where the warehouse door from Thieves' Landing got stuck coming out of the top of my head. I looked like a bizarre sailfish.
Oh yeah, those were all PS3 too.