Which Shakespeare play features the Three Witches?

Macbeth, and it is the shortest of the tragedies - about half the length of Hamlet, and unusually fast. There is no subplot to speak of, and the play moves from prophecy to murder within an act, which is part of why it works on stage and why it is the one most often cut for film.

The theatrical superstition about naming it is real and well documented, whatever its origin. Actors say the Scottish play instead, and the standard explanations - that the witches' lines are genuine curses, or that a company in trouble would stage it because it always sold, so the name became associated with a theatre about to close - are folklore of uncertain vintage. The remedies for saying it involve leaving the building, turning round, spitting or swearing.

It was written for a new king. James VI of Scotland had become James I of England in 1603, and he had a personal interest in witchcraft - he had written a book on it and presided over witch trials. Banquo was regarded as an ancestor of his line, which is why he is the noble one and why the witches show Macbeth a procession of his descendants as kings. It is a play written to flatter the man paying for it, which does not stop it being the darkest thing Shakespeare wrote.