This differs according to the different Christian denomination. Catholics believe that there is contact with the beyond through the sacraments through the direct action of the holy spirit and through appearances. The latter are usually of Mary.
Religious experience manifests itself in the great festivals of the religion. Jews, believe, when celebrating the festivals that there is no difference spatially or time wise between their ancestor's practise of the rituals and their own. Hence their experience of God is linked to their ancestor's experience of God.