There are sixteen aligned artifacts in the game.  These can only be obtained through summoning the appropriate Daedra Prince.  Be aware that there is always a 5% chance of Sheogorath appearing at any summoning and the chance increases if it's raining at the time.  Also, it has been my experience that refusing the artifact quest runs a 50-50 chance of crashing the game (error 116), at least when dealing with Sheogorath when he shows up unexpectedly.

Clicking on the following links will bring up a new window containing the summoning date, Daedra Prince, description of the artifact, and comments about the artifact.  In order of their summoning dates, the artifacts are:

Masque of Clavicus Vile
Ring of Khajiiti
Sanguine Rose
Oghma Infinium
Azura's Star
Spell Breaker
Ring of Namira
Hircine Ring
Skull of Corruption
Skeleton Key
Ebony Blade
Ebony Mail
Mehrunes Razor
Mace Of Molag Bal