We just celebrated this last week the day of Lag BaOmer, the 33rd day of the Omer. During the time between Passover and Shavuos we have a tradition that it is a time when the great Rabbi Akiva lost 24,000 students, it is on the 33rd day of the Omer that they stopped dying. Furthermore, there is a tradition that the great Rabbi Shimon bar Yochai passed away on the 33rd day of the Omer as well. The Zohar tells us that on the day of Rabbi Shimon bar Yochai's death he revealed tremendous secrets of the Torah to the world. This day is therefore consider a happy day. It has been an ancient custom among the Jewish people to visit the grave of Rabbi Shimon bar Yochai which is located in the north of Israel. Yearly, hundreds of thousands of people visit the grave on the day of Lag BaOmer.
There are many stories told of people who saw salvation from some type of distress after praying at the grave site. Obviously, nobody prays to the deceased we have only one G-d and He is the only direction of our prayers. But there is an idea that the righteous people in life and death can plead on our behalf before Hashem.