Magical Anomalies are creatures resembling a ball of rock about as big as a head, held together with glowing magicka with a long wispy blue tail reminiscent of a comet. They attack by ramming into an enemy.
Anomalies appeared in Skyrim as a result of Ancano messing around with the Eye of Magnus. A host of them attacked Winterhold when Ancano activated the artefact during Containment and reappear due to ruptures in reality in Aftershock. The anomalies still pop up around the various cities in Skyrim occasionally after that.