Just as Webster 1913 says a Caryatid is a female statue used in place of a pillar. The best known Caryatides (or Caryatids) are those in the Erechtheum on the Acropolis. Also as The Custodian points out there is a well known statue by Rodin: A Fallen Caryatid Holding Her Stone.

According to a classics professor I recently consulted: Caryatid is now essentially an architectural term. However at one point or another it also had a mythological aspect to it. It was some kind of lesser deity or spirit responsible for putting the dew on the grass in the morning.

The male counterparts of the Caryatids are called by a number of names including: Atlantes, Telamones, and Persians