Jesus in History
Even though the vast majority of historians accept that Jesus lived (even if they do not believe He performed any miracles or was raised from the dead), a large number of Internet atheists parrot the claim that the early Church made Jesus up entirely. They argue that Jesus must be made up because there is no "contemporary and local" evidence to the contrary.
This insistence uses a standard for Jesus that is not required for other historical figures. They want (as one insisted to me) to find a manuscript from AD 30-40 speaking of Jesus. However, the ancient world had no newspapers. In many cases, scholars rely on surviving documents written decades or even centuries after the events they describe. For example, few scholars question the existence of Alexander the Great, but historical documentation (such as some skeptics insist we provide for Jesus) can be found! The first documentation available for Alexander is Diodorus Siculus' Library of World History from the first century BC, a full 200 years after Alexander's death. Granted, it is based on older works (Diodorus states whom he used), but those are lost. No contemporary accounts of Alexander's life have survived. To apply the same standard that atheists hold Jesus to, we must conclude that Alexander did not exist and was made up by the Greeks to explain their empire's sudden expansion and split.
On the other hand, accounts of Jesus from the ancient world are astonishing in both their number and how close they are to the time. While the atheist will insist that we disallow the New Testament, we still have a wealth of material. Here are some of the most important.
Josephus was born in AD 37 in Galilee. He wrote two extensive histories of Judaism. Twice, he mentions Jesus in Antiquities (ca. AD 90). While one likely has some later additions (for instance, it is likely that he wrote "some called him the Messiah" instead of "he was the Messiah"), both mentions of Jesus are considered as authentic by the vast majority of scholars. These references can be found in Antiquities Book 18 3:3 and Book 20 9:1.
The Roman historian and senator Tacitus wrote about Jesus in Annals book 15 chapter 44. This work comes from AD 116. This work is from an enemy of the church, who was a historian and dates to only 80 years after Jesus' death. Such close time frames are almost unheard of in ancient studies. That the author was not a Christian, but accepted their testimony about Jesus (and he was not a man who merely took his opponent's word as truth) also adds to the weight.
Mara ben Serapion (AD 73) mentions the "wise king" of the Jews who was slain in a letter.
Suetonius in Life of Claudius 25:4 (AD 121) speaks of Chrestus. Suetonius states that "Since the Jews constantly made disturbances at the instigation of Chrestus, he expelled them from Rome." He states that this happened in what we would call AD 49. Most scholars are certain that this passage was written by Suetonius and is not a Christian addition because it places Jesus in Rome in AD 49, calls Him a troublemaker and misspells His name.
There are other references to Jesus and Christians from the ancient world. Some merely speak of Christian beliefs and worship practices, but others speak of Jesus himself.
For other historical figures, one mention from sources so close to the time would have scholars salivating. You can be sure that Jesus existed historically.