Dark Anchors are hooks that Molag Bal has sent to chain Tamriel with his own Deadric Plane of Coldharbour. The purpose of the Chains is to pull Tamriel into Coldharbour. They will spawn randomly across Tamriel and each one will be protected by a Daedric Guardian. 
It will be possible for higher leveled players to defeat the Daedric Guardian and return the hook by themselves, however it would be recommended to battle this Guardian in parties, as he will be a tough competitor. Each chain that a Party/character destroys will be rewarded with a reputation bonus to the Fighters Guild. 
Rewards for destroying Dark Anchors will be distributed evenly. 
Dark Anchors have a very similar use to Oblivion Gates.