Coven
on the Bluff 
Witches Covens
"One day I was travelling in a forest area near a town in Sentinel when I suddenly saw something really eerie. A witch stand by an altar summoning Shegorath, was I afraid or what?
Adronion Garbuckle, about his meeting with a witches coven
Note that the pics given by Fafrd gets a little bit screwed up, the black gets white, just pay attention to what is a white square on the pics, thats the coven.
Coven
on the Bluff
The Coven on the Bluff is really the only coven you need to find, I think it summons all daedras, but on different days.
In Daggerfall, Travel NW from The Ashford Graveyard. You will be in the "correct square" when the "North/South" line covers the Temple "Burning Martyr of Kynareth" and the "East/West" line covers the Town of "Tuncroft". You will be right on the west coast of Daggerfall. This coven is simply a Witch beside an altar - no followers.
You want to know the other ones too?? well in that case look below..
Glenmorial Coven Ilessian Hills. East Central, North and slightly west of Old Chrystausa's Place
Daggerfall Coven Shalgora. West border with Daggerfall, South and slightly West of Woodham Manor
Beldama Coven Daenia. North Central, South of Greenham Manor, North and slightly east of the Old Masterhouse Shack
Skeffington Coven Phrygias. South Central near border, Due West of Old Barbyn's Farm
Alcaire Coven Alcaire. North West near border, SE of AshSmith Plantation
Wroth Coven - Wrothgarian mountains. South East edge, Due East of Deerville
Devilrock Coven - Dragontail Mountains. North seacoast, Due West of the Joyous Altar of Arkay
Kykos Coven - Dak'Fron. South West Central, Due West of Cerumbator
Coven in the Marsh - Alik'r Desert. North Central border, North West of Gentle Star of Stendarr
Coven of the Dust -Antiphyllos. West part of province, North East of Perpetual Sunrise of Mara
Coven of the Tide - Myrkwasa. Central, South East of Rhanotujer and North West of Thofyl Manor