In the Hall of Thaumaturgy, the back walls of the main area and side walls of the little back area are see through to the other side. Also, the vent pumping snow into the room doesn't appear to actually be attached to the ceiling. These bugs, to my knowledge, have been in the game since the room first released and still have not been fixed.
I've never seen that glitch before, and although I don't have the Arcanum yet, I've been teleported there and I haven't seen anything wrong in that room! I remember when I had bad internet and a slower type computer, I would experience strange holes in the ground and missing textures / graphics, so probably your computer is just a little bit slower than the game and it's loading things in not as fast as it usually does. Don't think it's actually in the game but if you have your friend go in there or someone on a different computer and have the same thing, I'd contact KingsIsle support and email them.
