I noticed recently, while walking home from the train, that Venus and Mars were very close to each other in the Western evening sky, but that Venus was rather bright and Mars was rather dim. I figured this meant that Venus was close and Mars was far, and that their "closeness" was just a matter of line-of-sight.
So, I found this nice snapshot of where all the planets are right now. Here's a cropped version:
As expected, Venus is near, and Mars is far, but if you are sitting on Earth they are in the same little piece of the sky.
I left Jupiter in, because when walking my dogs, I had noticed that Jupiter was visible, and quite bright, on the Eastern horizon, before midnight. And, somewhat logically, Jupiter is on the "opposite" side of Earth, and fairly close.
I'm not sure about the scaling in the snapshot diagram. But the relative positioning at least makes sense.
Where I live, the city's light
Is so darned bright
That it's hard to see stars at night.