The Kal Bhairav temple in Ujjain is dedicated to Kal Bhairav, a manifestation of Lord Shiva who is said to have forseen the future. The Kal Bhairav is worshipped in this temple and all the devotees of the Shaivaites make it a point to visit this temple when in Ujjain.
People believe that time cannot be restores, hence it must be spent in spiritual progress and therefore flock to the temple to worship Kal Bhairav. He is said to be the protector of the travelers.
Devotees arrive there with garlands of cashew nuts and offer it to the deity along with a lamp lit, so that the Lord saves them from any danger that might befall them. Liquor is also offered to Lord as a part of worship the temple is made in Malta style of architecture.