The first mention of Bhairava is from Shiv Puran. Shiva incarnated as Bhairava to destroy the ego of Brahma. The legend goes as ...

Bhairava


The first mention of Bhairava is from Shiv Puran. Shiva incarnated as Bhairava to destroy the ego of Brahma. The legend goes as follows: Brahma kept comparing himself to Shiva and then wanted the universe to worship him. Shiva then created Bhairava from a strand of his hair and then Bhairva effortlessly chopped a one of the five heads of Brahma. It is also believed that dogs are his Vaahana. Thus in sculptures, Bhairava is often depicted with one head in one of his hands and dogs licking the blood oozing out from the head.  
Another legend says, Shiva created Ashtang Bhairavas to destroy the asuras, they later on took Ashta Mashtruka as their consort and 64 Yoginis and 64 Bhairavas were born. Shiva as Kalbhairava is believed to be protecting the Shakti Piths. Buddhist people know Bhairava as fierce Manjushri. 

Clicks from 
1.Jagdamba Mandir, Tahakari, 
2. Kukadeshwar Mandir, Pur Taluk Junnar
3. Brahmagiri, Triambakeshwar