I always thought of them as filler if there was nothing else to list, but that's just me. If you've gotten a prestigious scholarship then definitely, but to me the run of the mill award no one will really know what it is for.
As @Lamel mentioned, only if they are merit-based or, better, something you had to apply for. I think merit scholarships awarded on admission are a bit of a stretch, but things like departmental scholarships, outside scholarships, and national scholarships are definitely fair-game. As an example, I included several small scholarships I was awarded through my academic department as well as a corporate scholarship I received. I then provided a very brief description of the scholarship in the activities section (under a shared "awards" heading) that included how many were awarded and the basic selection criteria.
It is the "distinguished presidential achievement scholarship" if that gives any insight. It is $40k at a public (so basically all my tuition) and includes a small stipend for research/study abroad. Technically did a general scholarship application but did not apply specifically for this one.
Oh! and one more question - can I put something that I am starting about a week after the application, and therefore resume, is due?