Ujjain, in Madhya Pradesh is one of the seven Moksha Sthalams. It is of historical importance, for it is the place of Vikramaditya & of poet Kalidasa.   
Ujjain is famous for the two Kali temples - Kali Devi who gave darshan to king Vikramaditya & a temple for the Mahakali who gave darshan to Kalidasa.

The theertam opposite the Mahakaleshwarar temple is known as Koditheertham & it is said that the colour of the waters of this theertham keeps changing.  The Moola lingam is very small & is located underground.  The lingam in the top level is called Ongareshwarar.  The Kali Devi who gave darshan to Vikramaditya is known by the name Harasiddhi Matha.

There once lived a brahmin in Avanti, who had four sons, who were great devotees of Lord Siva.  Dushanan, a demon was giving trouble, disturbing all good & religious activities.  The brahmins from all over the land gathered with the four sons & performed pooja to Lord Siva.  The spot where they had taken mud to make the Lingam, had become a huge pond.  When Dushanan came to disturb their pooja, Lord Siva rose from this pond as Mahakaleshwarar & destoryed Dushanan.  On the request of the brahmins, Lord Siva gave darshan to devotees at this sthalam, one of the Jyotir Linga sthalams.