Is their any scripture that holds up this belief? I'm not trying to be difficult, I'm just trying to figure this out.
There are verses which speak of an awareness the departed have of things on earth; the martyrs under the altar in Revelation know they haven't yet been avenged and plead to God for this. Further, the rich man is still aware of his wicked brothers...granted, the pleas of this wicked man are of no avail (no surprise there, both due to his wickedness and also due to his asking for an apparition or sign of some sort, which is NOT or should NOT be the point of asking for prayers), but the idea of the connection not being completely severed between the here and now and the great Hereafter is made.
As for a verse specifically showing the intercession of the departed, we have a verse in Revelation (forgive me; I don't have a Bible in front of me right now) where "elders," seen by everyone I've read to be departed belivers, are offering bowls of incense, which are "prayers of the saints," to God. The incense is not seen ascending to the Throne on its own, but rather through the hands of those who've gone before.
I know this doesn't specifically mention OUR praying to the saints, but it gives us some revelation (no pun intended) that, of the little that's been shown concerning the afterlife, we know that we are not separated from the departed by the death of the body, and that the departed ARE connected to us somehow.
That, coupled with the fact that the earliest Christians prayed for the souls of their departed directly while living in catacombs (we have prayers etched on tombs and gravestones) and asked the apostles (who were some of the first martyrs) to pray for them (prayers likewise inscribed around graves of departed believers), one can reasonably infer that this was indeed an apostolic practice.
As for why the epistles make no mention of it, well, they were pastoral epistles, not devotional ones. They were meant to combat certain errors and challenges, not necessarily to elaborate on already existing (and legitimate) practices.
Finally, for a more thorough exposition of verses (both Jewish and Christian) dealing with the subject, click on these words right here
So that's my quarter (I've obviously gone far beyond two cents here). Glad to have you aboard, sir! -ÃƒÆ’Ã‚ÂPaz contigo!