From The Guardian-
How confident can we be that Jesus Christ actually lived?
The historical evidence for Jesus of Nazareth is both long-established and widespread. Within a few decades of his supposed lifetime, he is mentioned by Jewish and Roman historians, as well as by dozens of Christian writings. Compare that with, for example, King Arthur, who supposedly lived around AD500. The major historical source for events of that time does not even mention Arthur, and he is first referred to 300 or 400 years after he is supposed to have lived. The evidence for Jesus is not limited to later folklore, as are accounts of Arthur.