Luke 16:26
ESV - 26 And besides all this, between us and you a great chasm has been fixed, in order that those who would pass from here to you may not be able, and none may cross from there to us.
For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
If I may quote a commentator, this is from Charles Ellicott (1819-1905r) and found at http://biblehub.com/commentaries/ellicott/luke/16.htm
So that they which would pass from hence...—So far as we may draw any inference from such a detail as this, it suggests the thought that the blessed look with pity and compassion on those who are in the penal fires, and would fain help them if they could.
Lazarus wasn't in heaven; he was in paradise, which was located in hell. Paradise and hell were separated by a physical giant hole. Before the death of Christ is was impossible to enter heaven because nobody's sins had been paid for. The faithful were placed in paradise until Jesus descended and preached the gospel to them, and then they left paradise for heaven.