Since the true biographical documentation of William Shakespeare is limited, any such information concerning possible lovers and affairs is even more scarce. There is no true factual data that proves Shakespeare had extra-marital affairs, but biographers nevertheless love to speculate on this possibility, mostly from clues from verses taken from his works. The fact that Shakespeare mostly lived apart from wife Anne Hathaway after three years of marriage and the two were buried apart also leads to speculation that Shakespeare took lovers; some historians even believe he may have experienced non-heterosexual relationships.
One of the rare documents pertaining to this matter comes from a diary entry by lawyer John Manningham, who suggests in anecdotal fashion that Shakespeare had an affair during the production of Richard III.
Upon a time when Burbage played Richard the Third there was a citizen grew so far in liking with him, that before she went from the play she appointed him to come that night unto her by the name of Richard the Third. Shakespeare, overhearing their conclusion, went before, was entertained and at his game ere Burbage came. Then, message being brought that Richard the Third was at the door, Shakespeare caused return to be made that William the Conqueror was before Richard the Third.
The fact that 26 of his Sonnets were addressed to a married woman known as the "Dark Lady" also fuels the speculation of Shakespeare's infidelity. Shakespeare's possible homo-eroticism is speculated due to the addressing of well over 100 sonnets to the "Fair Lord" or "Fair Youth" (also believed to be the same person as "Mr. W. H," to whom these sonnets were dedicated). Speculation as to the identity of this person (real or fictional) includes several of Shakespeare's patrons--Henry Wriothesley, 3rd Earl of Southampton; and William Herbert, 3rd Earl of Pembroke.