Lord Shiva met Lord Krishna several times and we can find description in Mahabharata and several Puranas.
Here are some of the events from Mahabharata:
1) Meeting with Lord Shiva while getting the boon for getting Samba (son of Lord Krishna) and several other boons:
This is described in this chapter of Mahabharata:
"The blessed Krishna said, 'Bowing my head with great joy unto that mass of energy and effulgence, I said these words unto the great Deity, with a heart filled with gladness,--Firmness in virtue, the slaughter of foes in battle, the highest fame, the greatest might, devotion to Yoga, thy adjacence, and hundreds upon hundreds of children, these are the boons I solicit of thee,-- So be it,--said Sankara repeating the words I had uttered. After this, the mother of the universe, the upholders of all things, who cleanses, all things, viz., the spouse of Sarva, that vast receptacle of penances said with a restrained soul these words unto me,--'The puissant Mahadeva has granted thee, O sinless one, a son who shall be named Samva. Do thou take from me also eight boons which thou choosest. I shall certainly grant them to thee.
2) Meeting while providing Pashupatastra for Arjuna the second time:
This is described in this chapter of Mahabharata:
Beholding those two, viz., Nara and Narayana arrived, Bhava of cheerful soul, smilingly said unto them, 'Welcome are ye, ye foremost of men! Rise up and let the fatigue of your journey be over. What, O heroes, is the desire in your heart? Let it be uttered quickly. What is the business that has brought you hither? I will accomplish it and do what would benefit you. I will grant everything ye may desire., Hearing those words of the god, they both rose. And then with joined hands, the faultless Vasudeva and Arjuna, both of great wisdom, began to gratify that high-souled deity with an excellent hymn. And Krishna and Arjuna said, 'We bow to Bhava, to Sarva, to Rudra, to the boon-giving deity. We bow to the lord of all creatures endued with life, to the god who is always fierce, to him who is called Kapardin! We bow to Mahadeva, to Bhima, to the Three-eyed, to him who is peace and contentment.
3) Meeting during Banasura Yuddha:
This is described in this chapter and preceding chapters of Harivamsha of Mahabharata:
As the three eyed lord placed the arrow on the bow for shooting, the great soul, the son of vasudeva (kR^iShNa), the one who knows the minds (of others), came to know. The best among men, (kR^iShNa) took up an arrow named jR^imbhaNaM. The one with great power, the one who does things quickly, made hara yawn.
4) Meeting after Krishna fought with Indra:
This is described in this chapter of Harivamsha, where Krishna went to Swarga to get Parijata and fights with Indra and after it in the evening, Lord Krishna invokes Lord Rudra and meets with him:
Then hari, the one without any decline, took water from ga~NgA and fruits of Aegle Marmelos (bilva, the wood-apple tree) and invoked the Lord rudra, the lord of all gods.Then the lord, the great lord shiva, accompanied by umA and the gaNa attending him arrived there and stood above the water of ga~Nga and the bilva fruits.
There can be other several events of meeting of Maheswara and Vasudeva. I shall keep on updating the answer.