Some blogs on internet say Lord Shiva (in human form "Rudra") participated in divine dance (Rasaleela) with Krishna at Vrindavan.
Did Bhagavatam or any Purana mention Shiva (Rudra) dancing with Krishna?
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While it is quite a popular belief (even one that I believe), according to Bhagavatam, Lord Shiva is nowhere mentioned in the Rasa Leela; He is only used as a simile like: Just like one should not imitate Lord Shiva in drinking poison, one should not imitate Lord Krsna in his Rasa Leela pastimes.
But in Vrindavana, there is a temple for Lord Gopeshvara Mahadeva, which you can read about here.