An crystal orb is a rare item that has a chance of appearing on a floor along with an associated altar and stone archway. When you find an orb, return it to the corresponding altar on the same floor and you will be rewarded with a legendary ally that will spawn from the associated archway.
It is possible for more than one crystal orb/altar/stone archway to spawn on a dungeon floor. In this case, crystal orbs work much like door keys in that a crystal orb will only work on its associated altar.
Orbs can be found starting at depth 8.