Marcia posted a thread at WebmasterWorld informing us that Yahoo! Search is now highlighting the keyword search you have done, when you click on the cache link.
For example, if you search on search engine roundtable in Yahoo! Search and then click on the cache link under the top result, you will notice that the keywords "search" "engine" and "roundtable" are all highlighted in the cache results. Here is a screen capture:

Did Yahoo! every highlight keywords before? I am not sure if they did or not. There is a WebmasterWorld thread from November 2004 saying the Yahoo! cache does not have highlighted keywords anymore...
Marcia's posts:
I saw it for the first time yesterday evening. They're still not showing a cache date, but the words in the search term are now highlighted in bold, bright colors.
Forum discussion at WebmasterWorld.

Comments:
Jeremy
02/23/2007 10:38 pm
I haven't used the cache in several months, but as far as I can remember they did highlight the keywords on the cached version of the page.
Matt Cutts
02/24/2007 07:48 pm
Nice find! The language that Yahoo uses in the cached page header is similar to Google's, but I thought the choice of colors for highlighting was even more interesting. Google uses yellow, cyan, green, then red. The exact colors are #ffff66, #a0ffff, #99ff99, then #ff9999. The colors Yahoo decided on were #ffff66, #a0ffff, #99ff99, and #ff9999. So Yahoo went for colors in the same order as Google uses, with identical RGB values as Google. Not a huge deal, but still kinda funny. :)
Barry Schwartz
02/24/2007 11:45 pm
Isn't this considered a form of flattery? ;-)
Goggleyed
02/26/2007 02:23 am
Imitation is a form of flattery indeed. And I think Matt has a lot of free time. :)