I stupidly did this today on a Fedora Core 6 box at work, figuring it would clean up after itself.
It apparently caused yum's dependency database to go into a totally confused state. Any further attempts to update or install packages via yum resulted in failure, with numerous error messages about conflicting files.
Cross referencing the error messages with the list of installed packages revealed that all of the problem packages had something in common -- yum thought that there were two versions of the package installed! (The original version, and the version that was being installed by the interrupted update.)
Going back and removing all of the problem packages one by one, then reinstalling them (and any other packages which were automatically removed because they depended on the problem packages) seems to have straightened things out.
But jeez... what a PITA.
Oh, and if you're using the LILO bootloader instead of GRUB, automatic kernel updates via yum only sorta halfway work. The lilo.conf file got updated OK, but the updated config never got installed. The system was really flaky until I figured out what was going on (running an old kernel with other packages which expected the updated kernel). I suppose expecting it to work automatically was a bit naive on my part, given that LILO isn't officially supported by Fedora any more.
The Linux adventure continues...
If the world isn't making sense to you, you're either drinking too much or not drinking enough.