The House of Troubles (also known as the Bad Daedra) is the Dunmer (and before that, Velothi) term for four of the Daedra Lords: Mehrunes Dagon, Sheogorath, Malacath and Molag Bal. These Princes are the Bad Daedra as introduced to the Chimer by the teachings of Saint Veloth. Rebels whose purpose it is to test the resolve and faith of mortals, they are also known as the Four Corners of the House of Troubles. Ancient, alien temples dedicated to their worship can be found across Morrowind.
The roles and nature of the four members of the house can be found in the book of the same name, The House of Troubles.