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 has the dogma that Mary was assumed bodily to Heaven; this is known as the Assumption of Mary. The Eastern Orthodox Church also teaches this principle. Elijah went up by a whirlwind into heaven (2 Kings 2:11). Other than Jesus, no other people have ascended bodily into Heaven.