One example is:
Deuteronomy 32:43 (NIV)
43 Rejoice, you nations, with his people,
for he will avenge the blood of his servants;
he will take vengeance on his enemies
and make atonement for his land and people.
Which we know from Hebrews 1:6 is referring to Christ.
However, I suspect that Jesus was referring to the fact that much of Mosaic law was a type, or shadow, of Christ and the new covenant. The book of Hebrews deals with this extensively, and deals with how Christ is the fulfilment of the law.
Hebrews 8:4-5 (NIV)
4 If he were on earth, he would not be a priest, for there are already priests who offer the gifts prescribed by the law. 5 They serve at a sanctuary that is a copy and shadow of what is in heaven. This is why Moses was warned when he was about to build the tabernacle: “See to it that you make everything according to the pattern shown you on the mountain.”
Hebrews 10:1 (NIV)
1 The law is only a shadow of the good things that are coming—not the realities themselves. For this reason it can never, by the same sacrifices repeated endlessly year after year, make perfect those who draw near to worship.
Some examples are:
- The promised land (God's rest) was a shadow of salvation (Hebrews 4)
- Animal sacrifices were a shadow of Christ's sacrifice (especially the passover Lamb)
- High priests were a shadow of Christ as our High Priest (Hebrews 5)
- The tabernacle was a shadow of the tabernacle in heaven, where Jesus is our High Priest (Hebrews 8)