The whole concept of a rapture has only been a main stream view for the last 100 or so years. Even then, it is vastly only an American, Evangelical belief.
Jesus never mentions it, Paul writes about it in 1 Thessalonians 4
"14 For we believe that Jesus died and rose again, and so we believe that God will bring with Jesus those who have fallen asleep in him. 15 According to the Lord’s word, we tell you that we who are still alive, who are left until the coming of the Lord, will certainly not precede those who have fallen asleep. 16 For the Lord himself will come down from heaven, with a loud command, with the voice of the archangel and with the trumpet call of God, and the dead in Christ will rise first. 17 After that, we who are still alive and are left will be caught up together with them in the clouds to meet the Lord in the air. And so we will be with the Lord forever."
Now for context
The first thing that most evangelicals are ignorant of is the "Caesar vs. Jesus" phenomenon. Really conservative Christians will tell you that you should not be concerned with the government (or even vote), but with religion, as early Christians refused to follow Caesar, even on pain of death. The missing piece of the puzzle for almost everybody who holds this view is a grounding in world history.
During the Christian persecutions Christians were forced to accept Caesar or be killed. People think this was a refusal to be a part of the empire but in truth it had nothing to do with that. Roman emperors, and the whole of Rome itself, was deified by the Senate in what is known as the Cult of Rome. Asking early Christians to choose between them had nothing to do with God vs Government, it was God vs God on a very real level.
So what develops in Christianity, early on ,is this sort of "someday you will see who the real god is" mentality. This is exactly what Paul is writing about in Thessalonians.
When Caesar came to a city, his people (the government, nobility, etc) would leave the city gates to go and meet him. He would then be escorted into the city. This was how rulers were traditionally received.
Paul is basically saying that Jesus is coming back and when he does Christians, God's people in the city that is the world, will rise up to the clouds and meet him. What isn't written, but implied, is that Jesus wouldn't take everybody away like some aerial pied piper, he would continue down to earth. The idea is that his return would be the moment when Romans realized they had the wrong God (this idea has been worked into the rapture theory), as the real God would not come to you on foot but from the clouds in a rather Godly sort of fashion.
The reason why Jesus would come down, rather than take everybody away, has to do with the Hewbrew prophets of the Old Testament. The friction between Judaism and Christianity is over whether Jesus was the messiah the OT spoke of. Jews say he can't be, as he failed to fulfill all of the prophesies which were listed. Christians believed that Jesus would return to earth to complete the OT prophecies, this is loosely known as "gap theory" in Christian theology. This is why the apostles get confused when Jesus says he is leaving before his crucifixion, he hadn't finished all the stuff everyone thought he would do.
The idea that Christians would leave their clothes in a pile and be whisked away to naked heaven is the construct of the modern evangelical movement, for the most part. It's spoken of by Biblical literalists who don't trust world history and are thus ignorant of the history of their own faith.