The Ascension refers to Jesus going up bodily into the clouds while His disciples watched, after first giving them instructions to wait in Jerusalem until He would send them the Holy Spirit (Pentecost). The ascension occurred 40 days after his Resurrection. He has promised to return the same way some day. (Acts 1:4-11). Paul discusses Jesus's bodily ascension in his letters. (Ephesians 4:8-10, and in Timothy 3:16)
The Catholic Church also has the dogma that Mary also ascended bodily to Heaven; this is known as the Assumption of Mary. The Eastern Orthodox Church also teaches this principle. Other than Jesus and (depending on religion) Mary, no other people have ascended bodily into Heaven.