The origin of Bhairava can be traced to the conversation between Brahma and Vishnu recounted in the Shiv Mahapuran where Vishnu asked Brahma who is the supreme creator of the Universe. Arrogantly, Brahma told Vishnu to worship him, he being the supreme creator. One day Brahma thought, "I have five heads, Shiva also has five heads. I can do everything that Shiva does and therefore I am Shiva" Brahma had become a little egoistic. Not only had he became egoistic, he started to forge the work of Shiva. Brahma started interfering in what Shiva was supposed to do. Then Mahadeva (Shiva) threw a small nail from His finger, which assumed the form of Kala Bhairava, and casually went to cut the head of Brahma. The skull of Brahma is held in the hands of Kala Bhairava; Brahma Kapala in the hands of Kala Bhairava and Brahma’s ego was destroyed and he became enlightened. Then onwards he became useful to himself and to the world and deeply grateful to Shiva. In the form of the Kaala Bhairava, Shiva is said to be guarding each of these Shaktipeeths. Each Shaktipeeth temple is accompanied by a temple dedicated to Bhairava.
Kaal Bhairava temples can also be found around Shakti Peethas, as it is said Shiva allocated the job of guarding each of 52 Shakti Peethas to one Bhairava. As such it is said there are 52 forms of Bhairava, which are in fact considered as manifestation of Shiva himself.
Traditionally Kal Bhairav is the Grama devata in the rural villages of Karnataka, Maharashtra and Tamil Nadu, where he is referred to as "Bhaivara/Annadhani" Vairavar. In Karnataka, Lord Bhairava is the supreme God for the community commonly referred as "Gowdas", especially for the Gangadikara Gowda caste he is considered as the care taker and punisher.
Also another set of people in Kashmir that have their origin from Gorat, or the minister of Mata Sharika worship Bhairava during Shivratri 
The Hindu reformer Adi Sankara has written a hymn on Kala Bhairava of Kashi which is called as Kala Bhairav Ashtakam.
He is depicted ornamented with a range of twisted serpents, which serve as earrings, bracelets, anklets, and sacred thread (yajnopavita). He wears a tiger skin and a ritual apron composed of human bones. Bhairava has a dog (Shvan) as his divine vahana (vehicle). Bhairavi is a fierce and terrifying aspect of the Devi who is virtually indistinguishable from Kali, with the exception of her particular identification as the consort of Bhairava.
Kala Bhairava is conceptualized as the Guru of the planetary deity Shani (Saturn). Bhairava is known as Bhairavar or Vairavar in Tamil where he is often presented as a Grama devata or village guardian who safeguards the devotee on all eight directions (ettu tikku). Known in Sinhalese as Bahirawa, he protects treasures. Lord Bhairava is the main deity worshipped by the Aghora sect.
Kala Bhairava Temple, near Purana Qila, New Delhi, Delhi. Said to be established by the Pandava brothers during the building of their capital Indraprastha. Purana Qila is sometimes said to be their castle and the temple is situated in its backyard
Sri Baala Kaala Bhairavar Temple at T.Vairavanpatty, near Thirukoshityur,Chola Temple Architecture and where Sri Govinda Dikshitar, the esteemed Minister of the three Tanjore Nayak Kings worshipped for victories.
Bhairava is an important deity of the Newars. All the traditional settlements of Newars have at least a temple of Bhairava. Most of the temples of Bhairava in Nepal are maintained by Newar priests. There are several Bhairava temples in the Kathmandu valley. Some of them are:
The Kala Bhairava temple in Hanuman Dhoka (Kathmandu Durbar Square) has a 12-foot (3.7 m) high stone image of Kala Bhairava sculpted in the 5th or 6th century and later rediscovered in paddy field in the 17th century CE by King Pratap Malla. It was believed that people die if they speak false in front of this sculpture. So, this temple served as the supreme court of Nepal for a long time.