The Rapture is something some fundies believe in. Basically, before the Armageddon, all of God's followers will be poofed up into heaven. Oh, and they'll all be naked. People who don't believe in God will be left on earth to suffer. Also, Christians who don't believe in the Rapture will suffer too (this includes Mormons, Roman Catholics and most Protestants.)
The reason they don't believe in the Rapture? Because it's never clearly mentioned in the bible. The whole belief is based on special interpretation of ambiguous bible texts. If there really were any God who loves us and wants to save us the very least we could expect would be a clear biblical message, especially over what we must do to be saved.