In this paper, we introduce the concept of spatially coupled turbo codes (SC-TCs), as the turbo codes counterpart of spatially coupled low-density parity-check codes. We describe spatial coupling for both Berrou et al. and Benedetto et al. parallel and serially concatenated codes. For the binary erasure channel, we derive the exact density evolution (DE) equations of SC-TCs by using the method proposed by Kurkoski et al. to compute the decoding erasure probability of convolutional encoders. Using DE, we then analyze the asymptotic behavior of SC-TCs. We observe that the belief propagation (BP) threshold of SC-TCs improves with respect to that of the uncoupled ensemble and approaches its maximum a posteriori threshold. This phenomenon is especially significant for serially concatenated codes, whose uncoupled ensemble suffers from a poor BP threshold.