10 “You have asked a difficult thing,” Elijah said, “yet if you see me when I am taken from you, it will be yours—otherwise not.”
11 As they were walking along and talking together, suddenly a chariot of fire and horses of fire appeared and separated the two of them, and Elijah went up to heaven in a whirlwind.
From BibleGateway.com: http://www.biblegateway.com/passage/?search=2 Kings 2:10-11&version=NIV1984