Originally Posted by Caipré
See, the focal length only affects the magnfication of the image you are seeing. Moving position changes perspective.
For instance, imagine a beautiful scenic view, with mountains and a huge thundercould behind it and all that "glorious" jazz. If you were to move closer to that mountain the near-far juxtaposition (the relationship between the mountain and the cloud) would radically change.
So, you'd want to get a telephoto (85mm+) to magnify that view to fill your frame, from that perspective. The same image would be in your shot if taken with a 35mm lens, but it would be much smaller, requiring more magnfication upon printing and thus, more grain, etc.