Clavicus Vile is the Daedric Prince of wishes and trickery. He is an evil being, resembling a small horned humanoid, whose M.O. is making deals with and granting wishes to mortals, intending them to backfire in ironic ways. For instance, when a man asked for him to cure his daughter of Lycanthropy he gave him in axe (i.e. end her curse by killing her) and in Skyrim he says that if asked to end the Skyrim Civil War, he would make everyone die, therefore ending the war completely. He also has the tendency to "take back" his deals at the worst possible times. His signature artifact is the Masque of Clavicus Vile.
Clavicus Vile has a magical dog named Barbas, who acts as his conscience and keeps him from going totally out of line and destroying the world. In Skyrim, Clavicus and Barbas apparently had a "falling out" resulting in them being separated, and the player has the opportunity to reunite him. However, at one point the unrestrained Clavicus attempts to tempt the player to kill Barbas, promising to let them keep the special axe they would otherwise have to give up to him.
In Oblivion, Clavicus is after the evil soul–collecting sword Umbra and asks the player to retrieve it for him from its current host and wielder. However, Barbas speaks to the player warning them not to give the sword to his master, stating that it would bring ruin to his realm and that great harm has come from his past dealings with the sword. The player can choose whether or not to refuse giving the sword to Clavicus.
Clavicus Vile also plays a large role in the obscure spin–off game Redguard, pictured. This game is so far the only time he has appeared in the flesh.
One more thing of note is that he is responsible for the ability of vampires to maintain a facade of normalcy as well as survive in daylight provided they have a constant supply of blood. This was presumably the result of some sort of deal, and is a mixed blessing as it allows less evil vampires, such as the player, to live a more normal life but also lets the evil vampires hide among society.