The rapture notion goes like this: Jesus is coming back, and when he does, he will first return before a time of so-called tribulation begins, calling up into the clouds with him those who are "saved." Horrible suffering will then occur on the miserable Earth for seven years. Then Jesus will come yet again, for a final judging. There are many different versions of this scenario, so it's difficult to summarize. It's fair to say, however, that only fundamentalist [dispensationalist] Protestant churches bother to think about the rapture at all. (Catholics discount the idea completely.)
The rapture concept is relatively new. It started with an Anglo-Irish theologian, who in the 1830s invented the concept. This may come as a shocker to many, but it's a fact: Before John Nelson Darby imagined this scenario in the clouds, no Christian had ever heard of...