At one point during the many hours Jesus was on the cross, He cried out Eloi, Eloi, lama sabachthani (My God, My God, why have you forsaken me? Mark 15:34).  Some say He was simply quoting Psalm 22:1, but I believe it was much, much more than just that.

Isaiah explains that our sin causes a separation from God:
But your iniquities have separated you from your God; your sins have hidden His face from you, so that He will not hear.  Isaiah 59:2 (NIV).

From the sixth hour of the day (about noon) to the ninth hours darkness covered the area.  The most logical explanation for this would be that thick clouds covered the sky, blocking out the sun.  During this time on the cross our sins (not just yours and mine, but that of the entire world, past, present and future) were taken by Jesus and He bore them for us, as He took the full measure of the penalty.  Assuming that Isaiah was right (He usually is pretty accurate about this stuff), our sins – now on Jesus, caused a separation between Him and the Father.

This would be the first time that Jesus experienced this.  He had always had unlimited access to the Father.  When He prayed publicly, He acknowledged that the Father heard Him.  He often would go off by Himself to spend time with Him and sometimes He took His disciples.  Now because of the sin, Jesus was cut off.  I cannot imagine what that would be like.  In fact, no one can.  We have never experienced being completely cut off from God, because of what Jesus has done; we have access to God – even when we don’t want it.  I believe part of what will make Hell hell will be that those there will experience a complete and total separation from God.

Jesus knew what that was like and He saved us from having to experience it.  He did this for us.