2 Kings 2:1-12

When the Lord was about to take Elijah up to heaven in a whirlwind, Elijah and Elisha were traveling from Gilgal. . . . As they were walking along and talking, suddenly a chariot of fire appeared, drawn by horses of fire. It drove between the two men, separating them, and Elijah was carried by a whirlwind into heaven. Elisha saw it and cried out, 'My father! My father! I see the chariots and charioteers of Israel!' And as they disappeared from sight, Elisha tore his clothes in distress. v.1 & 11-12
Elijah was taken to heaven without dying. He is the second person mentioned in scripture to have this honor. Enoch was the first (Genisis 5:21-24). The other prophets may not have seen God take Elijah, or they may have had a difficult time believing what they had seen. In either case, they wanted to search for Elijah. Finding no physical trace of him would confirm what had happened and strengthen their faith. The only other person taken to heaven in bodily form was Jesus after his resurrection from the dead (Acts 1:9).

Taken from the NLT Life Application Study Bible!