Once, having been asked by the Pharisees when the kingdom of God would come, Jesus replied, “The kingdom of God does not come with your careful observation, nor will people say, ‘Here it is,’ or ‘There it is,’ because the kingdom of God is within you.” Luke 17:20-21
Growing up, when I prayed the petition "Thy Kingdom Come" in the Lord's Prayer, I thought I was praying for Jesus to come back to earth. Jesus said in Luke 17, "The Kingdom of God does not come with your careful observation." In other words, you don't have to look around to find it, nor do you have to be a specialist in Biblical interpretation to know the secret signs to look for.
We don't simply wait around for God's Kingdom to come. Jesus tells us that "The Kingdom of God is within you." Simply put, Jesus' Kingdom resides in the hearts of those who believe in Him. Wherever you go as a believer, the Kingdom of God is there. When you pray "Thy Kingdom come" you are actually praying that God would send YOU into new places and relationships so that His Kingdom can pass from you to someone else.
God's Kingdom comes to any place that we go. The real question is, "Will his Kingdom stay there when you leave?"
We need to keep praying this petition, but realize what it means for us as followers of Jesus. Our life will radically change if we allow Jesus to use it as a conduit for his Kingdom.