Krsna is supreme in Mathura, He is more supreme in Dvaraka, and He is most supreme in Vrndavana. Krsna's pastimes at Vrndavana were finished by the end of His fifteenth year, after which he traveled to Mathura and Dvaraka, where all His other pastimes took place. When Krsna left the gopis and went to Mathura, the gopis cried for Him the rest of their lives, feeling intense separation from Him. Except for Vrndavana, all the places of Krsna's pastimes are called puras (towns). Mathura and Hastinapura, the capital of the Kurus, are both puras.
"There are many different pastimes of Krsna--such as His pastimes in the forms of Vasudeva and Sankarsana--and in the material sky His pastimes are carried on as the first purusa incarnation, the creator of the material world. There are also pastimes in which He incarnates as a fish or a tortoise, and there are pastimes in which He takes the forms of Lord Brahma and Lord Siva, as incarnations of the material qualities. In His pastimes as an empowered incarnation, He takes the form of King Prthu, and He also carries on His pastimes as the Supersoul in everyone's heart and as the impersonal Brahman as well. Although He has innumerable pastimes, the most important is that of Krsna in human form frolicking in Vrndavana, dancing with the gopis, playing with the Pandavas on the Battlefield of Kuruksetra and playing in Mathura and Dvaraka. Of His important pastimes in human form, the most important are those pastimes in which He appears as a cowherd boy, a newly grown youth who plays a flute. It is to be understood that a mere partial manifestation of His pastimes in Goloka, Mathura and Dvaravati, or Dvaraka, can overflood the whole universe with love of Godhead. Every living entity can be attracted by the beautiful qualities of Krsna."
Teachings of Lord Caitanya, Chapter 9
"All the above statements by the Lord apply to different plenary portions of the Lord, namely His expansions such as Sankarsana, Vasudeva, Pradyumna, Aniruddha and Narayana. These are all He Himself in different transcendental expansions, and still the Lord as Sri Krsna functions in a different sphere of transcendental exchange with different grades of devotees. And yet Lord Krsna as He is appears once every twenty-four hours of Brahma's time (or after a lapse of 8,640,000,000 solar years) in each and every universe, and all His transcendental pastimes are displayed in each and every universe in a routine spool. But in that routine spool the functions of Lord Krsna, Lord Vasudeva, etc., are complex problems for the layman. There is no difference between the Lord's Self and the Lord's transcendental body. The expansions execute differential activities. When the Lord, however, appears in His person as Lord Sri Krsna, His other plenary portions also join in Him by His inconceivable potency called yogamaya, and thus the Lord Krsna of Vrndavana is different from the Lord Krsna of Mathura or the Lord Krsna of Dvaraka. The virat-rupa of Lord Krsna is also different from Him, by His inconceivable potency. The virat-rupa exhibited on the Battlefield of Kuruksetra is the material conception of His form. Therefore it should be understood that when Lord Krsna was apparently killed by the bow and arrow of the hunter, the Lord left His so-called material body in the material world. The Lord is kaivalya, and for Him there is no difference between matter and spirit because everything is created from Him. Therefore His quitting one sort of body or accepting another body does not mean that He is like the ordinary living being. All such activities are simultaneously one and different by His inconceivable potency."
Srimad-Bhagavatam 1:14:8 Purport
Bhaktivedanta Book Trust. Excerpted from texts and purports of HDG A.C. Bhaktivedanta Swami Srila Prabhupada.