I know that in hearthfire, you can get shrines for the cellar, but what do they do and how do I get them?
Shrines can be found all over the skyrim,each shrine belongs to certain Aedra(they are something like gods in skyrim).
Once you activate a shrine you will be cured of all curses and get a blessing(passive bonus) that lasts for 8 hours or until you activate another shrine.
Bonuses are as follows :
With hearthfire expansion you can make altar in the basement of your house using the crafting table.You can then add all the listed shrines on your newly built altar by crafting them using crafting table in basement.
See here for required materials and exact locations of shrines.
Also you can find all those shrines at one place in the Temple of the Divines in Solitude.Shrine of Talos will be unavailable there until you take over Solitude with Stormcloaks.
Shrines can be crafted like any other piece of furniture in Hearthfire after you have built the cellar and an altar inside the cellar.