Witches in The Elder Scrolls II: Daggerfall were found near Daedric Shrines and could do "Daedric Summoning" (would summon the Daedra corresponding to the shrine you are near) if you had a high enough reputation with the Witches and for a sum of gold. The NPC would change from a beautiful woman, to an ugly old woman holding a staff, called a beldam, or hag. They were members of various covens throughout High Rock.
In The Elder Scrolls III: Morrowind, witches are not prominent, but in Bloodmoon, three Glenmoril Witches make an appearance and are able to cure lycanthropy. Ettiene, Fallaise, and Isobel make an appearance in Dragonborn as Hagravens.
In The Elder Scrolls V: Skyrim, Witches are female mages that dwell in Covens with other witches and Hagravens. Witches may be any of five races depending on their Destruction magic specialization (Breton, Nord, Imperial, Dunmer, Altmer). Some witches, such as Anise and Illia, aren't initially hostile towards the player. It can be deduced that various covens worship different Daedric Princes as in Daggerfall, as the Glenmoril Witches, devout followers of Hircine, make an appearance. However, the Daedra they are loyal to is not explicitly stated. Hagravens are the head of a coven and they train the witches; Hags are witches training to become Hagravens.
Witches are seen as powerful beings, feared and respected by common folk. According to accounts such as 2920, witches rely on their connections to spirits and magical creatures and use a special kind of Conjuration magic, closely related to their respective Daedric patron. Most witches will worship in a coven that is dedicated to a Daedric Prince and are able to summon their respective Prince. For example, Sigillah Parate has been a witch of various Daedra in her lifetime, and the Glenmoril Coven are devouts of Hircine.
Witches, who are only female, should not be confused with the average Daedric cultist that worships a Daedric Prince.