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Outside of the bible are there any documents that point to Jesus having existed?

As others have pointed out there are a few non-Christian sources, but they are of doubtful historicity. However there are many Christian sources which are not found in the bible.

As for the general question of whether Jesus is a historical figure or not we are then pretty constrained to looking at Christian sources. The earliest of these sources (Gospel of Mark and parts of Gospel of Thomas) seem to have been written in about 60AD so a generation after the supposed life of Jesus. There are however non-textual marks (the Christos cross and the Ixthis fish symbol) which implicitly refer to Jesus dated even earlier, so within the same generation of Jesus.

My own view is that it is highly probable that there was a historical figure which acted as the template for the later stories of Jesus. I would make three points to back this up:

Firstly there does seem to be a core of sayings which appear in both the canonical gospels and non-canonical gospels; given the radical differences in these texts as to story of Jesus, the exact wording of these sayings and their meaning (compare, for example Mark with Thomas) it is strongly implied that there was a group of sayings which pre-existed the writings of the Gospels that were common currency. While we cannot conclusively say that these come from one man it is by far the simplest explanation.

Secondly there are elements of the story which one struggles to find motive for lying about. If one wanted to make up a messiah then he would certainly be born in either Bethlehem or Jerusalem. Indeed the later versions of the Jesus story do include a clearly fictional account of his birth in Bethlehem - the reason for this fiction is that it fits with OT prophecy.

In fact the earliest stories of Jesus call him Nazareen which fails to fit any Old Testament prophecy at all; Nazareth was such a little backwater that we do not even have any records of it (though the notion that this fertile valley was uninhibited at the time is a massive stretch - pace Nick). This is frankly an embarrassing place for a Messiah to hail from, and thus the later stories make up a story about Bethlehem - the city of David.  This adds weight to the hypothesis that there is some historical figure underlying the stories - if he were entirely fictional why make up something which detracts from his authority?

Thirdly, we know that from very early on (by 80AD) there are many within the Jewish community attacking Christianity; if there was a question of Jesus' historicity it is surprising that no one mentions it. Many reasons are given for why Christianity (and other contemporary messianic cults such as one centering on John the Baptist) is a false religion yet all of those early critiques seem to accept the premise that Jesus was an historical figure.

While none of this is conclusive I would maintain that a proper historical analysis of the evidence we do have (ie Christian writings) it is far more likely than not that there was some historical figure who 'became' Jesus. The evidence, as I read it, points to the following; this figure left a core group of sayings - mostly in line with Essene philosophy, ie ascetic and apocalyptic - these sayings became the basis for a large messiah myth which drew from myriad other sources - mostly Greek philosophy and Egyptian mysticism - to end up with the Jesus of the bible.
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