The muster at night time of witches and demons to concoct mischief. The witch first anointed her feet and shoulders with the fat of a murdered babe, then mounting a broom-stick, distaff, or rake, made her exit by the chimney, and rode through the air to the place of rendezvous. The assembled witches feasted together, and concluded with a dance, in which they all turned their backs to each other.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Witches' Sabbath from Fact Monster: