 
For if we have been united with him in a death like his, we shall certainly be united with him in a resurrection like his.
Rom. 6:5 ESV
Our Union with Christ is the revelation that Christ’s death was our deliverance from sin, his burial was our putting away of sin, his resurrection our triumph over sin, and his ascension the removal of our separation from God caused by sin. Through faith, The Holy Spirit creates this bond by penetrating, indwelling, immersing, and pervading our hearts.
As long as Christ remains outside of us, and we are separated from him, all that he has suffered and done for salvation of the human race remains useless and of no value for us. Therefore, to share with us what he has received from the Father, he had to become ours and to dwell within us. For this reason, he is called ‘our Head’ (Eph. 4:15), and ‘the first-born among many brethren’ (Rom. 8:29).
We also, in turn, are said to be ‘engrafted into him’ (Rom. 11:17), and to ‘put on Christ’ (Gal. 3:17); for . . . all that he possesses is nothing to us until we grow into one body with him. It is true that we obtain this by faith. Yet since we see that not all indiscriminately embrace that communion with Christ that is offered through the gospel, reason itself teaches us to climb higher and to examine into the secret energy of the Spirit, by which we come to enjoy Christ and all his benefits.
John Calvin, Institutes of the Christian Religion, III.i.1, ed. Ford Lewis Battles (Westminster John Knox, 1960), I. 537.