People started to deny that Jesus was a historical person as early as the writing of 1 John which is approximated to 90-120 AD.
1 John 4:3 NKJV
And every spirit that confesseth not that Jesus Christ is come in the flesh is not of God: and this is that spirit of antichrist, whereof ye have heard that it should come; and even now already is it in the world.
An early Roman who documented things for Rome:
Iudaeos impulsore Chresto assidue tumultuantis Roma expulit: Life of Claudius 25.4; discussed by C. Adrian Thomas, A Case for Mixed-Audience With Reference to the Warning Passages in the Book of Hebrews, Peter Lang Pub, 2008, p 116.
Also in the Septuagint considered extra biblical to some denominations, also explains a version of Daniel 9:25-27 a prophecy was given to prove to the Jews about Jesus.
Now This source (http://www.baseinstitute.org/index.php?option=com_content&view=article&id=53&Itemid=67) points out how in the Book of Acts a ship wreck occurred. Helping to prove the Case for Paul. Paul also journeyed to Jerusalem and talked directly to people that touched and saw and heard Jesus. Yet the Anchor is extra biblical.
Also the Roman Emperors of that time believed themselves to be God. So logically it would have taken a powerful demonstration to convince an Emperor that he wasn't. Constantine being an Emperor and choosing Christianity has a certain validity to it as well.
Also I am in need for documentation concerning the Ancient Iranian Religion called Zoroastrianism that at one time was placed in charge of the Prophet Daniel. For within their teachings (I assume here) they decided to follow a star and give gifts to baby Jesus (As recorded in Matthew).
A researcher did extensive study on the Star of Bethlehem (http://www.youtube.com/watch?v=gzWi0tWKoxo) He stayed strict to the biblical account and for the star charts to correctly define the historical Star of Bethlehem he explains that their was 9 determining factors that all needed to be in agreement to conclude his findings as correct.