The story of Lazarus is found in the gospel of John, chapter 11. John tells us that Jesus wept when he heard about the death of his friend. It is one of the few occasions that we know that Jesus cried. After all, Jesus was sad.
When Jesus shouted "Lazarus, come out" John tells us that Lazarus walked out of the grave. The raising of Lazarus reminds us that our God is both the God of the living and the dead, and he has power over both. The story of Lazarus reminds us that we too will be raised from the dead as is promised in the Scriptures.