The Brahma-saṁhitā (5.37) says, goloka eva nivasaty akhilātma-bhūtaḥ: the Supreme Personality of Godhead, Kṛṣṇa, is always situated in Goloka Vṛndāvana. It is also said, vṛndāvanaṁ parityajya padam ekaṁ na gacchati: Kṛṣṇa never goes even a step from Vṛndāvana. Nevertheless, although Kṛṣṇa is situated in His own abode, Goloka Vṛndāvana, He is simultaneously all-pervading and is therefore present everywhere. This is very difficult for a conditioned soul to understand, but devotees can understand how Kṛṣṇa, without undergoing any changes, can simultaneously be in His abode and be all-pervasive. The demigods are understood to be various limbs of the Supreme Lord's body, although the Supreme Lord has no material body and does not need anyone's help. He is spread everywhere (mayā tatam idaṁ sarvaṁ jagad avyakta-mūrtinā (B.G.9:4). Nevertheless, He is not present everywhere in His spiritual form. According to the Māyāvāda philosophy, the Supreme Truth, being all-pervasive, does not need a transcendental form. The Māyāvādīs suppose that since His form is distributed everywhere, He has no form. This is untrue. The Lord keeps His transcendental form, and at the same time He extends everywhere, in every nook and corner of the material creation.
(Srimad Bhagavatam------6:9:34--------purport).

It is understood that Mathurā City is the transcendental abode of Lord Kṛṣṇa; it is not an ordinary material city, for it is eternally connected with the Supreme Personality of Godhead. Vṛndāvana is within the jurisdiction of Mathurā, and it still continues to exist. Because Mathurā and Vṛndāvana are intimately connected with Kṛṣṇa eternally, it is said that Lord Kṛṣṇa never leaves Vṛndāvana (vṛndāvanaṁ parityajya padam ekaṁ na gacchati). At present, the place known as Vṛndāvana, in the district of Mathurā, continues its position as a transcendental place, and certainly anyone who goes there becomes transcendentally purified.
(Srimad Bhagavatam------10:1:28--------purport).

As the Lord says in Bhagavad-gītā (15.15), vedaiś ca sarvair aham eva vedyaḥ: "By all the Vedas, it is I who am to be known." Therefore, the karmīs, jñānīs, yogīs and saintly persons are all seeking Kṛṣṇa. But by following in the footsteps of devotees who are in a direct relationship with Kṛṣṇa, especially the inhabitants of Vṛndāvana, one can reach the supreme position of associating with Kṛṣṇa. As it is said, vṛndāvanaṁ parityajya padam ekaṁ na gacchati: Kṛṣṇa does not leave Vṛndāvana even for a moment. The vṛndāvana-vāsīs—mother Yaśodā, Kṛṣṇa's friends and Kṛṣṇa's conjugal lovers, the younger gopīs with whom He dances—have very intimate relationships with Kṛṣṇa, and if one follows in the footsteps of these devotees, Kṛṣṇa is available. Although the nitya-siddha expansions of Kṛṣṇa always remain with Kṛṣṇa, if those engaged in sādhana-siddhi follow in the footsteps of Kṛṣṇa's nitya-siddha associates, such sādhana-siddhas also can easily attain Kṛṣṇa without difficulty.
(Srimad Bhagavatam------10:9:21--------purport).

It is said: vṛndāvanaṁ parityajya padam ekaṁ na gacchati. In one sense, Kṛṣṇa, the original Personality of Godhead (īśvaraḥ paramaḥ kṛṣṇaḥ sac-cid-ānanda-vigrahaḥ (Bs. 5.1)), does not even take one step away from Vṛndāvana. However, in order to take care of various duties, Kṛṣṇa had to leave Vṛndāvana. He had to go to Mathurā to kill Kaṁsa, and then He was taken by His father to Dvārakā, where He was busy with state affairs and disturbances created by demons.
(Sri Caitanya Caritamrta-------2:13:149------purport).