Scales to Play Over Bdim
Every chord is a subset of several scales: any scale that contains all of a chord's tones fits over it. Pick a chord to see the matching scales from its own root, the major keys the chord belongs to, and full fretboard diagrams for every scale on guitar.
A Bdim chord contains the notes B – D – F. Any scale that includes every one of those 3 tones fits over it — from the root B, that means B Blues, B Locrian, B Half Whole Diminished, B Whole Half Diminished, B Gypsy Major and B Gypsy Minor. Start with the first scale listed: it is the most common choice, and the others color the same chord tones differently.
Bdim is also diatonic to one major key: C major (relative minor Am). In a song from one of those keys you can also solo with the key's own major scale or its relative minor pentatonic across the whole progression, not just this chord.