This dance is performed when Shiva/Kapaliswara comes out at Bhikshatana.

http://www.youtube.com/watch?v=IaT7hUyZVOM

Of course no video can ever do justice to what actually happens and this is a poor attempt. But still…

For further details, see –https://sriramv.wordpress.com/2013/03/27/bhikshatana-procession-at-kapali-temple/