When Jesus comes with power and glory, the wicked will be extremely anxious, perplexed, and they will be fearful of what is to happen to them. The righteous, on the other hand, will look up to see their redemption come. At that time, the righteous will be scattered over all the face of the earth. So His angels will gather His elect and bring them together when the trumpet sounds.(Elect means: His chosen ones)
So, the living righteous will be brought together, what about those who are dead? Below, Paul comforts the Christians in Thessalonica who were concerned that people were starting to die who had expected to see Jesus come in their life-time.
But I would not have you to be ignorant, brethren, concerning them which are asleep, that ye sorrow not, even as others which have no hope.
For if we believe that Jesus died and rose again, even so them also which sleep in Jesus will God bring with him. 1 Thessalonians 4:13-14
So, Paul tells the Thessalonians that God will not forget those who have died. If we believe that Jesus has risen from the dead, we can believe that God will bring them with Him.
It is clear from the next few verses that Jesus will not only take all the living elect, but He will also raise from the dead all of His chosen ones who died, when He comes again, at His second coming, at the trump of God.
For this we say unto you by the word of the Lord, that we which are alive and remain unto the coming of the Lord shall not prevent them which are asleep.
For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first:
Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord. 1 Thessalonians 4:15-17
Concentrating on verses 16 and 17, we see that Jesus Himself comes down from heaven at His second coming. This is the big event at the end of the world when Jesus comes to get His people and take them back with Him. With a shout of the archangel's voice and the trumpet of God, the dead in Christ rise up first. Then, all who are still alive in Christ, are brought up together with those who had died in the clouds and they meet the Lord in the air to be always with Him.
It is at the second coming of Jesus, the time of the end, when both those pf the chosen who died and those who are alive, will be taken up into heaven. So, it is clear that when Paul says in verse 14 that when Jesus comes again, even those who sleep in Jesus will God take back to heaven with Him and so will we ever be with the Lord!
Looking at 1 Corinthians, we find that Paul is consistent. Jesus is the first fruit of those who have fallen asleep in Jesus and here again Paul says that the dead in Christ will be raised at the time of His coming:
But now Christ is risen from the dead, and has become the firstfruits of those who have fallen asleep.
For since by man came death, by Man also came the resurrection of the dead.
For as in Adam all die, even so in Christ all shall be made alive.
But each one in his own order: Christ the firstfruits, afterward those who are Christ's at His coming. 1 Corinthians 15:20-23
All who have died in Christ, shall be made alive at Christ's second coming. It doesn't happen before His coming at all.
So, scripture shows Jesus is taking all His people back to be with Himself, because there are places for His saints to live and He wants us to be with Him. This most likely is the beloved city, the New Jerusalem and we know that the New Jerusalem does not come out of heaven until after the 1000 years.