King Parikshit asked Sukdevji in Srimad Bhagavatham:

Maharaj, where could Krishna hide? Thousands of bhaktas (devotees) were looking for him and could not find him. There were thousands who were seeking Him and He was the only one to hide. I am amazed that a Bhakta could not find him, where could he have hidden, in which Nikunj of Vrindavan did he hide? Did He hide in Yamuna-river by diving in? All these Gopis have exhausted all places in the Vraj, they looked everywhere, trees, mountains, rivers, even tried to look inside the bushes, weeds, leaves and branches of every Vrindavan trees. This Vrindavan Bihari was nowhere to be found. Maharaj please explain where did he hide?

To this Shukadev Maharaj replied:

Lord Krishna never did hide anywhere, nor did He go anywhere! He did not have any desire to go away from Gopis. He loved Vrindavan, its Kunj and Nikunj, the beautiful mountains, Giriraj, the raman (spiritual games) on Yamuna’s Pullin (Islands in Yamuna). So Krishna never did hide anywhere, he was quietly resided, that is to say, quietly hid himself in the hearts of Gopis.
King Parikshit said:

Krishna did not find any other place to hide, why a devotee’s (bhakta’s) heart?

Shukadev replied:

That is correct, Premi Bhakta’s heart is like a spiritual temple. This is a fact acknowledged universally, and also Bhaktas knows this, but, bhaktas are not contempt with this fact, they want to see Krishna in front of their eyes. Only Spiritual knowledgeable followers will be contempt by the knowledge that Krishna is in their heart. To ardent lover of Krishna, this fact is not enough, they want much more, the presence of Krishna in physical, make Him the subject of their senses (indriya) and because of this feelings, Krishna makes their longing (manorath) more Madhur(sweeter), that is, more enticing. That is why he played hide and seek games and then hid inside their hearts.

King Parikshit smiled and added:

The Gopis looked everywhere and all this time Krishna was hiding in their hearts. Amazing, Krishna, few moments ago was in front of their eyes as Raas Bihari and then, He vanishes into their heart and became Rudhai Bihari (King of hearts). He hides in the hearts and then must be laughing and saying “Hey Vraj Viharini Gopi’s, look for me. See if you can find me.”

Shukadev smiled and said:

Isn’t Krishna natkhat? Where else can He hide. Sweet missari (sugar candy) when dissolves in water, becomes invisible, likewise, Krishna hides (dissolves) into bhaktas heart. Krishna did give such a prominent place to gopis and yet, they were seeking for that prominent prolongation (last longer).

King Parikshit laughed and jokingly added:

Very interesting concept, imagine, when sugar candy dissolves into milk, and then milk is seeking of whereabouts of sugar candy.

God hides in our hearts and we are seeking Him everywhere, in temples, in houses, in fact sometimes within bhaktas as well. What a game of hide and seek!!!!