I had my first non-quest related dragon-attacking-town encounter today. Took the horse-and-cart to Falkreath, as I had a quest near there, guard immediately stops me to ask if I've seen a dog. Well, as I'm reading over the response options, a dragon attacks. Guards all run off to fight it, so I join in. Seemed like a pretty easy dragon, I don't think anyone got killed by it.
Frankly, I think the dragons are quite under-powered in the game, at least the ones I've run into so far. With 4-5 bowmen, a dragon can be killed quite quickly, so no idea why Helgen couldn't fight theirs off.