http://www.ldsliving.com/Life-After-Death-6-Insights-into-the-Spirit-World/s/77329
In Joseph Smith’s visit to the Johnson farm mentioned earlier, he told Benjamin F. Johnson, “From a boy I have been persecuted . . . Why should I not wish for my time of rest?” And then he said, “I would not be far away from you, and if on the other side of the veil I would still be working with you, and with a power greatly increased, to roll on this kingdom.”
This story highlights another important doctrine of the restored gospel: the spirit world is right here on earth and the spirits of our departed loved ones are in reality among us. This doctrine is as comforting to the Saints as it is unique among Christian beliefs of the afterlife. Our deceased family and friends are not gone, neither are they far, far away in some distant “heaven.” The Prophet Joseph Smith taught, “They are not far from us, and know and understand our thoughts, feelings, and motions, and are often pained therewith.”
I think it is the unique doctrine of salvation for the dead that really gives personal meaning to the doctrine of the spirit world. The teachings of the early Brethren emphasized the nearness of our family, the nearness of the spirit world, the relationship between the two realms, and the fact that spirits continue to be interested and intimately involved in the Lord’s work on both sides of the veil.
Where Is the Postmortal Spirit World? https://www.lds.org/manual/gospel-principles/chapter-41-the-postmortal-spirit-world?lang=eng
Latter-day prophets have said that the spirits of those who have died are not far from us. President Ezra Taft Benson said: “Sometimes the veil between this life and the life beyond becomes very thin. Our loved ones who have passed on are not far from us” (in Conference Report, Apr. 1971, 18; or Ensign, June 1971, 33). President Brigham Young taught that the postmortal spirit world is on the earth, around us (see Teachings of Presidents of the Church: Brigham Young [1997], 279).