In 2 Maccabees 15:12-14, it says,
12 Now the vision was in this manner: Onias who had been High Priest, a good and virtuous man, modest in his looks, gentle in his manners, and who from a child was exercised in virtues, holding up his hands, prayed for all the people of the Jews: 13 after this there appeared another man, admirable for age, and glory, and enclosed with great beauty and majesty: 14 Then Onias answering said: This is a lover of his brethren, and of the people of Israel: this is he that prayeth much for the people, and for all the holy city, Jeremiah the prophet of God."
So Jeremiah, who had died centuries earlier, was shown in a vision to be interceding for Israel.
We also see an oblique reference in Jeremiah 15:1, where God says
1 Then the LORD said to me, "Though Moses and Samuel stood before me, yet my heart would not turn toward this people. Send them out of my sight, and let them go!
thus implying that Moses and Samuel had tried to intercede for Israel in their latest escapade.
There was a tradition that Elijah would come help those who asked for his help (Matthew 27:47).
In the New Testament, we see the principle in Revelation 5:8. It speaks of the twenty-four elders, who represent the saints in Heaven, offering incense, which is the prayers of the saints (i.e. the prayers of the holy ones on Earth). Therefore the elders are interceding for those on Earth who seek their intercession.