Exodus - Chapter 26

“You shall make a veil woven of blue, purple, and scarlet thread, and fine woven linen. It shall be woven with an artistic design of cherubim. You shall hang it upon the four pillars of acacia wood overlaid with gold. Their hooks shall be gold, upon four sockets of silver. And you shall hang the veil from the clasps. Then you shall bring the ark of the Testimony in there, behind the veil. The veil shall be a divider for you between the holy place and the Most Holy. You shall put the mercy seat upon the ark of the Testimony in the Most Holy."

The veil was to separate the Holy of Holies - the most Holy Place.  Only the High Priest would be able to go past the veil.

And when Jesus died the separate people people and God was overcome - for we read in Matthew 27:

"And Jesus cried out again with a loud voice, and yielded up His spirit. Then, behold, the veil of the temple was torn in two from top to bottom; and the earth quaked, and the rocks were split, and the graves were opened; and many bodies of the saints who had fallen asleep were raised."