Daedric Shrines (Skyrim)

The Shrines appear much grander and larger than in Oblivion.

Quests
There are Shrine quests but some of Daedric Princes will not give you their quests via their shrines, but instead can be found at specific places. These Princes are Sanguine, Sheogorath and Vaermira. The only Daedric Prince that does not give any quest is Jyggalag.

The quest at Azura's shrine asks the player to retrieve the defiled "Azura's Star", the infinite soul gem that has appeared in other games. The player must recover Azura's Star and, upon success, will have two options: a) bring it back to Azura's shrine or b) bring it to the Necromancer that helped earlier in the quest. Either choice will require the player to enter the Star and defeat the soul that is defiling Azura's Star. If the player brings Azura's Star to Azura, they will be rewarded with the Purified Star, which can only absorb the souls of creatures. Bring the Star to the Necromancer, will be rewarded with Black Star, which can only absorb the souls of humans.

Mace of Molag Bal
Molag Bal's Mace can be found in the city of Markarth. Once walking through the main gate, outside of the "Abandoned House", a Follower of Sanadarr will ask you if you have seen anyone entering or leaving. Going through the conversation will trigger the quest "House of Horrors". Once this is complete the player will be rewarded with the Mace of Molag Bal.