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Knowledge of history does not depend simply on elapsed time, but on the reliability and availability of records. For example, if you want to know what Judaism was like in the time of Jesus, you turn to works by Philo and Josephus, who lived then. Works by these and other Roman and Jewish writers of the period can readily be found online (see the links below).
There are two systemic problems with knowledge obtained from the study of historical records:
These problems are genuine, pervasive and important, but they do not automatically invalidate our knowledge of history. In fact, by motivating closer and more critical examination, they can significantly strengthen our certainty on matters which survive their scrutiny.
They do mean however that historical knowledge is never more than a question of probability (however high in practice), and is held provisionally -- new discoveries might force a reinterpretation of existing evidence, as might paradigm changes amongst historians.
a forthright attempt - in a time of scholarly neo-conservatism - to hark back to the bold historical hypotheses and critical interpretations associated with the great names of F. C. Baur and Tübingen
On the account given in the New Testament, it is difficult to see how Jesus himself would have featured in the thoughts of many first century writers at all, let alone in serious biographical detail. The gospels, taken at face value, do not record important events by contemporary standards.
In the Roman context, historians and rulers mainly wrote about political issues. Most early references to Christianity appear in such a context. Thus Tacitus: Who did Nero blame for a fire? or Pliny: What is the penalty for not paying lip-service to the Emperor's divinity? or Josephus: What troubles arose during Herod's governorship of Judaea? To what did Jews attribute the destruction of his army? How did the death of Jesus' brother James affect relations between Jews and Romans in Palestine? It is mentioned only when it bears opon matters that historians (who were not infrequently retired politicians) cared or were paid to write about.
Jesus, however, seems to have had barely one weekend of close contact with the government of his province. In Luke's account of Jesus' trial, Herod the tetrarch has heard of him but never met him. Moreover, Jesus lived in rural Galilee. There were Hellenistic cities in the area, but not once in any of the gospels does he enter them. In consequence, it's hard to think of any known documentation that ought to include him -- it's not as if we have a list of all the Roman execution victims from the 30's and his name is missing; we don't even know all the Sanhedrin members of the period. We are fortunate that, through an improbable twist of fate, a Galilean Jew named Flavius Josephus became a Roman historian.
That then is the Roman situation. In the Jewish context, we face the problem that by 140 CE -- within in a hundred years -- Jews and Christians had become two separate groups, and relations had completely broken down. Two Jewish rebellions against Rome had made life difficult for Christians culturally caught between the two societies; suddenly they needed to explain their separate identity. By the end of the first century a benediction had been added to synagogue prayers, saying "let the Nazarenes and the heretics be destroyed". Christian anti-Jewish sentiment arose, and was at this time most strongly articulated by Marcion who, as a Gnostic, wanted his New Testament to be free of all things Jewish (ie. those involving the 'primitive' God of the Old Testament; this meant retaining only Paul's letters and half the text of Luke). Judaism seems to have replied by largely ignoring what it viewed as a heresy. The Talmud, although finalized well after Constantine, still has only a handful of allusions to Jesus.
It is, however, reasonable to ask whether someone doing miracles would have gathered a little more attention to himself. Miracle reports, after all, seem to be assumed in the Talmud's stories about Jesus. (He is presented as a blaspheming, heretical sorceror (cf. Toledoth Yeshu) rather than a pious Jewish miracle-worker, as others are. It seems they weren't about to spend much ink upon the memory of a heretic, or the founder of a cult, as they probably saw him.) We might speculate that to the Romans miracle reports from regional areas were curiosities but little more; local superstitions were to be expected. While the Romans definitely had a fascination with 'signs and wonders', they had no religious difficulty with inferior local gods performing them. (Indeed, they actively encouraged subject peoples to pray to their own gods on behalf of Rome.) It may seem strange that, for them, little would depend upon the truth or falsehood of any such claims. This is perhaps because of our modern perspective: reports like these grate against the worldview of modern readers, and have to be ignored or answered. This was by no means the case in the ancient world.
[ Continue? : Roman attitudes to miracles among subject peoples ]
The primary New Testament sources for Jesus' life include the Four Gospels, plus passages in some of Paul's letters and the book of Acts. There are also a wide variety of background documents which are not part of the New Testament. On the one hand there are early gospels and letters which were considered to fall below the standard (or 'canon' in latin) of those that were accepted; on the other hand there are the writings of various (generally) orthodox figures from the early Christian period, collected together in the Ante-Nicene Fathers (ANF).
Among Roman writers, we may note the so-called Testimonium Flavianum of the Jewish and Roman historian Josephus (although the passage has suffered interpolations and doesn't say as much as it seems to). While there are important references to early Christianity in other documents of the period (Tacitus, Pliny, Suetonius, Mara bar Serapion) it may be noted that:
Some Jewish traditions seem to refer to Jesus, generally asserting that that he was a sorceror who misled Israel. There is a story in the Talmud (pre-220 CE, Baraitha Bab. Sanhedrin 43a) of this having led to his hanging, but it seems to merely parody some vague and unidentified Christian traditions.
Regarding Jesus' Resurrection, there is important background information in the Jewish Mishnah referring to then-current burial practices for criminals, and what the Jewish concept of the (general) resurrection of the dead entailed. Likewise, many greco-roman authors offer background information on crucifixion practices. See Meaning, Swoon Theory and Crucifixion.
There are a number of interesting passages in historians and writers of the period which may on balance offer information about early Christianity. Some which do not warrant a page of their own are mentioned here:
released all who were on trial for maiestas and restored the exiles; moreover, he put to death all the slaves and the freedmen who had conspired against their masters and allowed that class of persons to lodge no complaint against anybody of maiestas or of adopting the Jewish mode of life.