Which varieties of chili peppers are used without removing the skins? - and which types are roasted in order to remove the skins?

There are cooking videos where some types of fresh chile peppers are simply chopped up and cooked without peeling them. It seems that all types of dried chili peppers can be ground up and used without removing the skins. However, in my area, the standard procedure for preparing locally grown green chile peppers for use as a fresh ingredient is to roast them and remove the charred skin.