Uh-oh, killing witnesses doesn't remove the bounty, it says it does, but then the guards still tried to arrest me and I checked under "crimes" and the 40 gold was still there. Not that it's a problem for me, it just so happened that I wanted a scimitar from one of those random Redguards, and after slaughtering them and the woman they were talking to, it still left the bounty after saying it had been removed. Now it could be that someone else saw me and I didn't know it, but from what I could tell, no one esle was around.
Other than that, the game seems much better than it was before, more random encounters, more loot, of course more awesome kill cams, etc...