A couple of other ancient references in addition to those mentioned by curiousdannii:
The Roman writer Seutonius, "The Twelve Caesars": "[Emperor Claudius] banished from Rome all the Jews, who were continually making disturbances at the instigation of one Christus." (This incident is mentioned in the Bible in Acts 18:2.)
There are also two references to Jesus by the Jewish writer Josephus. There is some dispute about the exact original text -- some claim that Christians edited Josephus to make it more pro-Christian, a question that could be debated at great length. Anyway, here's an English translation of the Arab translation of the original Greek: "At this time there was a wise man who was called jesus. His conduct was good and he was known to be virtuous. And many people from among the Jews and the other nations became his disciples. Pilate condemned him to be crucified and to die. But those who had become his disciples did not abandon his discipleships. They reported that he had appeared to them three days after his crucifixion, and that he was alive; accordingly he was perhaps the Messiah, concerning whom the prophets have recounted wonders."