Lord Shiva incarnated as Lord Bhairav. "Bhairava" means terrifying, and Lord Shiva in his fearsome aspect is called Lord Bhairav. He is pictured with blue or black skin, bulging eyes, and a mustache. He has a dog as his divine vehicle. He is usually associated with Tantra. Worshiping Lord Bhairav bestows victory over enemies, materialistic comforts, and success. The origin of Lord Bhairav can be traced to the legend of Shiva and Sati.
Sati's (Lord Shiva's wife's) father Daksha slighted Shiva by not inviting him to a yajna which was attended by other gods. Lord Shiva was enraged when Sati immolated herself in the sacrificial fire. He killed Daksha, and carried Sati's lifeless body around the Universe performing the 'tandava' dance. Lord Vishnu realized that the end of the world was near. He cut Sati's body with his Sudarsana chakra, and the pieces fell in various parts in and around India. These places came to be famous as shakti peethas or places of worship of the Mother goddess. Since then, Lord Shiva protects these temples in the form of Lord Bhairav.