Sources Outside of the Bible

There are letters from Pilate to Caesar giving reason for crucifying what appeared to be an innocent man for political reasons and not with due process under Roman law as detailed in the Archko Volumes, "Pilate's Report to Caesar" pgs 144 -147, however, some would debate their validity.
Note that most records are locked away in the Vatican library vaults, so it is impossible to retrieve it without the blessing of those in charge over them.

The Roman historian, Tacitus who wrote 'Annals' in 115 CE detailed the following...
* Christ was executed while Tiberius was Emperor (14-37 CE).
* He was executed by order of Pontius Pilate (procurator from 26-36 CE).
* His movement had its origins in Judea.
* There were Christian believers at Rome by CE 64 to be made scapegoats by the Emperor Nero.

BTW, many scoffed at Christians because the Gospels spoke of a tetriarch named Pilate when there were no Roman records of him as well. The scoffing stopped in its tracks when they discovered this stone in Caesaria Meritima.
http://www.holylandvirtualtour.com/quiz/08.jpg
The stone not only identifies Pilate, but ruler of Judea as well.

[DIS AUGUSTI]S TIBERIEUM
[PO]NTIUS PILATUS
[PRAEF]ECTUS IUDA[EA]E
[FECIT D]E[DICAVIT]

Tiberium [of the Caesareans?]
Pontius Pilate,
Prefect of Judea
[. . . had dedicated . . .]
___________________________

Reporting on Emperor Nero's decision to blame the Christians for the fire that had destroyed Rome in A.D. 64, the Roman historian Tacitus wrote:
Nero fastened the guilt . . . on a class hated for their abominations, called Christians by the populace. Christus, from whom the name had its origin, suffered the extreme penalty during the reign of Tiberius at the hands of . . . Pontius Pilatus, and a most mischievous superstition, thus checked for the moment, again broke out not only in Judaea, the first source of the evil, but even in Rome...

So there are records. Most are locked aways, others give some detail. However, the real proof is asking Jesus into your heart as Lord and Savior. At that point, it all becomes clear. He was alive? Yes. He was sacrificed for us? Yes. He rose again on the third day? Yes. Alive today? Definitely.

Lucian of Samosata was a second century Greek satirist. In one of his works, he wrote of the early Christians as follows:
The Christians . . . worship a man to this day--the distinguished personage who introduced their novel rites, and was crucified on that account. . . . [It] was impressed on them by their original lawgiver that they are all brothers, from the moment that they are converted, and deny the gods of Greece, and worship the crucified sage, and live after his laws.

"They were in the habit of meeting on a certain fixed day before it was light, when they sang in alternate verses a hymn to Christ, as to a god, and bound themselves by a solemn oath, not to any wicked deeds, but never to commit any fraud, theft or adultery, never to falsify their word, nor deny a trust when they should be called upon to deliver it up; after which it was their custom to separate, and then reassemble to partake of food--but food of an ordinary and innocent kind." Letter from Pliny the younger to Emporer Trajan

Tacitus who speaks of this man the Christians worshiped who "suffered the extreme penalty during the reign of Tiberius at the hands of one of our procurators, Pontius Pilatus" (Annals, 15:44).

Evidence from the JEWISH SOURCES:

Talmud, b. Sanhedrin 43a: On the eve of the Passover Yeshu [Jesus] was hanged [or crucified]. ... Since nothing was brought forward in his favor he was hanged on the eve of the Passover.

The Amoa "Ulla" (Ulla was a disciple of Youchanan and lived in Palestine at the end of the third century) adds: "And do you suppose that for (Yeshu of Nazareth - Jesus) there was any right of appeal? He was a beguiler, and the Merciful One hath said: "Thou shalt not spare neither shalt thou conceal him." It is otherwise with Yeshu, for He was near to the civil authority.

Lucian of Samosata: (Christ was) the man who was crucified in Palestine

About this time there lived Jesus, a wise man, if indeed one ought to call him a man. For he was one who performed surprising deeds and was a teacher of such people as accept the truth gladly. He won over many Jews and many of the Greeks. He was the Messiah. And when, upon the accusation of the principal men among us, Pilate had condemned him to a cross, those who had first come to love him did not cease. He appeared to them spending a third day restored to life, for the prophets of God had foretold these things and a thousand other marvels about him. And the tribe of the Christians, so called after him, has still to this day not disappeared. - Jewish Antiquities, 18.3.3 63