This paper discusses the issue of the continuous state estimation for a class of uncertain nonlinear switched systems under the two cases of both average dwell time and mode-dependent average dwell time. A robust and adaptive switched observer is developed such that the states of an original nonlinear switched system can be asymptotically estimated, where the Lipschitz constant of the nonlinear term may be unknown since the designed adaptation law can adaptively adjust it. Based on the feasible solution of an optimization problem with a linear matrix inequality constraint, the observer gain matrices are obtained and guarantee the existence of a robust switched observer. Meanwhile, the switching signals are designed such that the observer error dynamics is globally uniformly exponentially stable, and the sufficient conditions of the existence of a robust sliding-mode switched observer are derived. Finally, the effectiveness of the proposed approaches is illustrated by a numerical example and switched Rössler chaotic dynamics.