Copied from Yahoo Answers and I think it can help us understand the
difficulty of the issue --
"
A religious teacher with 12 followers is not likely to garner mention in the
sparse records we have of that time. Politically, he was not significant.
Consider: we did not even know of the *existence* of the major Jewish sect
known as the Essenes until the discovery of the Dead Sea Scrolls. We *still*
are almost wholly reliant on the bible for documentation about the beliefs
of the other two major sects of Jews - the Pharisees and Sadducees, for both
of which we have evidence of their *existence* outside of the bible. We don
't even know the names of the Jewish high priests throughout the centuries -
people much more political significant in the minds of the people of that
society in their time than Jesus was.
To put it more simply: why would we have record of Jesus, when we don't have
contemporary record of individuals accounted to be of so much more
significance by contemporaries in that society?
Pontius Pilate is another great example - only recently was extra-biblical
evidence of him discovered, and for years the lack of evidence was proffered
as "proof" that he never existed. PP was a *much* more significant person
in Roman society than was Jesus, and was personally involved in making
decisions that almost certainly were recorded in detail - and yet, those
records - every last one of them - remain undiscovered, even though we now
have extra-biblical proof that PP did exist.
*Every* record of *every* individual other than the Roman emperor discovered
from that time is an *extraordinarily* unlikely discovery.
"