The rather large new Skyrim patch (1.4) that came out on PC through Steam last week is coming to Xbox Live today. The patch is expected to correct some of the most problematic issues with the PS3 version (the severe lag for instance), but the PS3 version is still not cleared through Sony's quality control.
Pete Hines, Bethesda's director of marketing tweeted the following yesterday:
It's coming! 1.4 should go up on XBL early tomorrow. PS3 update is looking good too. We'll update if we get more info from Sony.
Let's hope Sony are quick about it.