Srimad Bhagavatam Canto 11, Chapter 31, Text 20

SB 11.31.20

rama-patnyas ca tad-deham
 upaguhyagnim avisan
vasudeva-patnyas tad-gatram
 pradyumnadin hareh snusah
krsna-patnyo ’visann agnim
 rukminy-adyas tad-atmikah
The wives of Lord Balarama also entered the fire and embraced His body, and Vasudeva’s wives entered his fire and embraced his body. The daughters-in-law of Lord Hari entered the funeral fires of their respective husbands, headed by Pradyumna. And Rukmini and the other wives of Lord Krsna — whose hearts were completely absorbed in Him — entered His fire.
It is understood that the anguished scene described here is a display of the Lord’s illusory potency, adding a final dramatic note to Lord Krsna’s pastimes on the earth. In reality, Lord Krsna returned to His eternal abode in His original body, and His eternal associates returned with Him. This final heartbreaking scene of the Lord’s pastimes is a creation of the Lord’s internal potency that brings the Lord’s manifest pastimes to a perfect dramatic end.
Srimad Bhagavatam Canto 11, Chapter 31, Text 19
Srimad Bhagavatam Canto 11, Chapter 31, Text 21