Shiva is one of the principal deities of Hinduism. He is one of the supreme beings within Shaivism, one of the major traditions within contemporary Hinduism.
In a cutaway gag from "Road to the Multiverse", Shiva, Jesus, and Buddha get drunk and think of starting a business, where they draw their faces on cups and sell them. Muhammad comes in and tells them that that might not be a good idea.
In "Switch the Flip", Brian (in the body of Chris) says something to offend God. The Christian God hears this and says that he's not the true "God" he should be referring to as he gestures upward. Above him, sits Shiva in the clouds of Hindu magic. Offended, Shiva throws down a bunch of lightning bolts at Brian, which inadvertently charges up the body switcher.